Large deviations

S. R. S. Varadhan

doi:10.1214/07-AOP348

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Home > Journals > Ann. Probab. > Volume 36 > Issue 2 > Article

March 2008 Large deviations

S. R. S. Varadhan

Ann. Probab. 36(2): 397-419 (March 2008). DOI: 10.1214/07-AOP348

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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.