AMS Chelsea Publishing 1989; 283 pp; hardcover Volume: 342 Reprint/Revision History: reprinted with corrections 2001 ISBN10: 082182757X ISBN13: 9780821827574 List Price: US$48 Member Price: US$43.20 Order Code: CHEL/342.H
 This is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semesterlength course for advanced graduate students with a strong background in analysis and some probability theory. A large selection of exercises presents important material and many applications. The last two chapters present various nonuniform results (Chapter 5) and outline the analytic approach that allows one to test and compare techniques used in previous chapters (Chapter 6). Readership Graduate students and research mathematicians interested in large deviations. Reviews "The book provides a sound base for Large Deviations Theory and answers questions and clears up technical problems found in articles previously written on the subject ... Here you will find the interesting material, the reward for having read so far. One could liken the experience to that of climbing a mountain. After struggling with difficult technical demands, you then get to enjoy a grandiose view over a crystal landscape, where you can perceive traces of life way off in the distance."  Zentralblatt MATH Table of Contents  Some examples
 Some generalities
 General Cramér theory
 Uniform large deviations
 Nonuniform results
 Analytic considerations
 Historical notes and references
 Name index
 Bibliography
 Frequently used notation
 Index
