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
where ess inf denotes the essential infimum. Heuristically, this may be read as saying that for large θ,
The Laplace principle can be applied to the family of probability measures Pθ given by
for every measurable set A.