Rate function
Probability function / From Wikipedia, the free encyclopedia
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In mathematics — specifically, in large deviations theory — a rate function is a function used to quantify the probabilities of rare events. Such functions are used to formulate large deviation principles. A large deviation principle quantifies the asymptotic probability of rare events for a sequence of probabilities.
A rate function is also called a Cramér function, after the Swedish probabilist Harald Cramér.