Large deviations

S. R.S. Varadhan

doi:10.1214/07-AOP348

Large deviations

S. R.S. Varadhan

Mathematics

Research output: Contribution to journal › Article › peer-review

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.

Original language	English (US)
Pages (from-to)	397-419
Number of pages	23
Journal	Annals of Probability
Volume	36
Issue number	2
DOIs	https://doi.org/10.1214/07-AOP348
State	Published - Mar 2008

Keywords

Large deviations
Rare events

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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Large deviations

Abstract

Keywords

ASJC Scopus subject areas

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