Large deviations

S. R.S. Varadhan

Research output: Contribution to journalArticlepeer-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 languageEnglish (US)
Pages (from-to)397-419
Number of pages23
JournalAnnals of Probability
Volume36
Issue number2
DOIs
StatePublished - Mar 2008

Keywords

  • Large deviations
  • Rare events

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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