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    Laplace Principle

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    Laplace Principle

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    Laplace principle.docx

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    98 views3 pages

    Laplace Principle

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    AdHam Averriel

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    © All Rights Reserved
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    Laplace principle (large deviations theory)

    From Wikipedia, the free encyclopedia


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    In mathematics, Laplace's principle is a basic theorem in large deviations theory which is similar
    to Varadhan's lemma. It gives an asymptotic expression for the Lebesgue integral of exp(−θφ(x))
    over a fixed set A as θ becomes large. Such expressions can be used, for example, in statistical
    mechanics to determining the limiting behaviour of a system as the temperature tends to absolute
    zero.

    Contents

     1Statement of the result


     2Application
     3See also
     4References

    Statement of the result[edit]


    Let A be a Lebesgue-measurable subset of d-dimensional Euclidean space Rd and let φ : Rd → R be
    a measurable function with

    Then

    where ess inf denotes the essential infimum. Heuristically, this


    may be read as saying that for large θ,

    Application[edit]
    The Laplace principle can be applied to the family
    of probability measures Pθ given by

    to give an asymptotic expression for the probability of


    some event A as θ becomes large. For example, if X is
    a standard normally distributed random variable on R,
    then

    for every measurable set A.


    See also[edit]
     Laplace's method

    References[edit]
     Dembo, Amir; Zeitouni, Ofer (1998). Large
    deviations techniques and applications.
    Applications of Mathematics (New York) 38
    (Second ed.). New York: Springer-Verlag.
    pp. xvi+396. ISBN 0-387-98406-2. MR1619036
    Categories:
     Asymptotic analysis
     Large deviations theory
     Probability theorems
     Statistical mechanics
     Mathematical principles
     Theorems in analysis
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