Special invited paper. Large deviations
Probability
2008-12-18 v1
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.
Keywords
Cite
@article{arxiv.0804.2330,
title = {Special invited paper. Large deviations},
author = {S. R. S. Varadhan},
journal= {arXiv preprint arXiv:0804.2330},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.1214/07-AOP348 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)