An introduction to large deviations with applications in physics
Abstract
These notes are based on the lectures that one of us (HT) gave at the Summer School on the "Theory of Large Deviations and Applications", held in July 2024 at Les Houches in France. They present the basic definitions and mathematical results that form the theory of large deviations, as well as many simple motivating examples of applications in statistical physics, which serve as a basis for the many other lectures given at the school that covered more specific applications in biophysics, random matrix theory, nonequilibrium systems, geophysics, and the simulation of rare events, among other topics. These notes extend the lectures, which can be accessed online, by presenting exercises and pointer references for further reading.
Keywords
Cite
@article{arxiv.2503.16015,
title = {An introduction to large deviations with applications in physics},
author = {Ivan N. Burenev and Daniël W. H. Cloete and Vansh Kharbanda and Hugo Touchette},
journal= {arXiv preprint arXiv:2503.16015},
year = {2025}
}
Comments
48 pages, 12 figures, Lecture notes for Les Houches summer school 2024, typos corrected, minor revisions