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Cramér's theorem is a fundamental result in the theory of large deviations, a subdiscipline of probability theory. It determines the rate function of a series of iid random variables . A weak version of this result was first shown by Harald Cramér in 1938.
The central limit theorem can provide more detailed information about the behavior of than the law of large numbers. For example, we can approximately find a tail probability of M N {\displaystyle M_{N}} – the probability that M N {\displaystyle M_{N}} is greater than some value x {\displaystyle x} – for a fixed value of N {\displaystyle N} .
Cramér's theorem may refer to Cramér’s decomposition theorem, a statement about the sum of normal distributed random variable; Cramér's theorem (large deviations), a fundamental result in the theory of large deviations; Cramer's theorem (algebraic curves), a result regarding the necessary number of points to determine a curve
In algebraic geometry, Cramer's theorem on algebraic curves gives the necessary and sufficient number of points in the real plane falling on an algebraic curve to uniquely determine the curve in non-degenerate cases. This number is (+), where n is the degree of the curve.
In linear algebra, Cramer's rule is an explicit formula for the solution of a system of linear equations with as many equations as unknowns, valid whenever the system has a unique solution. It expresses the solution in terms of the determinants of the (square) coefficient matrix and of matrices obtained from it by replacing one column by the ...
In probability theory, a Chernoff bound is an exponentially decreasing upper bound on the tail of a random variable based on its moment generating function.The minimum of all such exponential bounds forms the Chernoff or Chernoff-Cramér bound, which may decay faster than exponential (e.g. sub-Gaussian).
The result is named in honor of Harald Cramér and Calyampudi Radhakrishna Rao, [1] [2] [3] but has also been derived independently by Maurice Fréchet, [4] Georges Darmois, [5] and by Alexander Aitken and Harold Silverstone.
Chow's theorem (algebraic geometry) Cramer's theorem (algebraic curves) (analytic geometry) Hartogs's theorem (complex analysis) Hartogs's extension theorem (several complex variables) Hirzebruch–Riemann–Roch theorem (complex manifolds) Kawamata–Viehweg vanishing theorem (algebraic geometry) Kodaira embedding theorem (algebraic geometry)