Non-equilibrium statistical-mechanics application of L0 large-deviations theory and moment-generating-functions. Cramér's theorem: for iid random variables X₁,…,X_n with cumulant generating function Λ(θ) = log E[e^{θX}], the sample mean…
Non-equilibrium statistical-mechanics application of L0 large-deviations theory and moment-generating-functions. Cramér's theorem: for iid random variables X₁,…,X_n with cumulant generating function Λ(θ) = log E[e^{θX}], the sample mean…