Simon Blom: En introduktion till stora avvikelser

Abstract:

This work gives an introduction to large deviations and a few examples for when we can use this knowledge. This paper is written for those who want a basic knowledge for understanding the theorem of large deviations. We begin with two essential theorems as well as the concepts we will use to understand these theorems, the law of large numbers and the central limit the- orem. We will explore both theorems as well as proving them so that we then can then use them to formulate the theorem of large deviations as well a proving it.