1
vote
Accepted
simplified proof of Sanov's theorem ala Mohri et al.
Pushing the multiplying $1-p$ and $p$ into their respective exponents, the expression we want to understand is $$ \exp\left(- q \log \frac{q(1-p)}{p(1-q)} + \log(1-p)\right) + \exp\left( (1-q) \log \...
- 9,333
1
vote
Accepted
Iterative Integration over indicator function of two variables
We do this by considering sections of the function as is done in Fubini's theorem. In this case the function is the indicator.
For $E\in\mathcal{C}\otimes\mathcal{D}$ we define
$$E_{x}:=\{x\in\mathcal{...
- 26
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