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Laplace principle (large deviations theory)
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Laplace principle (large deviations theory) : ウィキペディア英語版
Laplace principle (large deviations theory)
In mathematics, Laplace's principle is a basic theorem in large deviations theory, 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.
==Statement of the result==

Let ''A'' be a Lebesgue-measurable subset of ''d''-dimensional Euclidean space R''d'' and let ''φ'' : R''d'' → R be a measurable function with
:\int_A e^ \, \mathrm x < + \infty.
Then
:\lim_ \frac1 \log \int_ e^ \, \mathrm x = - \mathop \varphi(x),
where ess inf denotes the essential infimum. Heuristically, this may be read as saying that for large ''θ'',
:\int_ e^ \, \mathrm x \approx \exp \left( - \theta \mathop \varphi(x) \right).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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