Large deviations
S. R. S. Varadhan
Source: Ann. Probab. Volume 36, Number 2 (2008), 397-419.
Abstract
This paper is based on Wald Lectures given at the annual meeting of the IMS in Minneapolis during August 2005. It is a survey of the theory of large deviations.
Primary Subjects: 60-02, 60F10
Keywords: Large deviations; rare events
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aop/1204306957
Digital Object Identifier: doi:10.1214/07-AOP348
Mathematical Reviews number (MathSciNet):
MR2393987
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