large deviation theory
[/lɑːrdʒ dɪˈveɪʃən ˈθɪəri/]
noun
teoria das grandes desvios
1. A mathematical theory in probability that describes the probability of rare events or extreme values far from the expected mean, particularly in the context of sums of random variables
Large deviation theory provides a framework for understanding the exponential decay of probabilities in the tail of distributions.
A teoria das grandes desvios fornece um framework para compreender o decaimento exponencial de probabilidades na cauda das distribuições.
2. The branch of probability theory studying the asymptotic behavior of remote tail probabilities as sample size increases
In large deviation theory, we examine how unlikely events become exponentially more unlikely as the sample size grows.
Na teoria das grandes desvios, examinamos como eventos improváveis se tornam exponencialmente mais improváveis conforme o tamanho da amostra cresce.
Large deviation theory is a specialized term primarily used in academic and research contexts within mathematics, physics, and engineering. It is not commonly used in everyday conversation. The term is standardized across English-speaking and Portuguese-speaking scientific communities, with minimal regional variation. It emerged prominently in the mid-20th century through the work of mathematicians like Harald Cramér and Sanov, and remains a central topic in advanced probability courses and research institutions globally.
Related Idioms & Phrases
rate function of large deviations
large deviations principle (LDP)
large deviations for Markov chains
Look up more words on Fala2Me
The free English-Portuguese dictionary with real Brazilian accents, NYC slang, conjugator and more
Open Fala2Me →