DonskerVaradhan
DonskerVaradhan refers to a fundamental result in probability theory concerning the large deviations of empirical measures. Specifically, the Donsker-Varadhan theorem provides a precise asymptotic formula for the probability that a sequence of empirical measures deviates significantly from the true underlying distribution. It is named after Monroe D. Donsker and G. R. Varadhan, who developed this theory in the 1970s.
The theorem establishes that for a sequence of independent and identically distributed random variables, the logarithm
The Donsker-Varadhan theorem is a powerful tool in large deviation theory and has found applications in various