Large deviations

Varadhan, S. R. S.

Large deviations

Ann. Probab., Tome 36 (2008) no. 1, p. 397-419 / Harvested from Project Euclid

Résumé

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.

Publié le : 2008-03-15
Classification: Large deviations, rare events, 60-02, 60F10

@article{1204306957,
     author = {Varadhan, S. R. S.},
     title = {Large deviations},
     journal = {Ann. Probab.},
     volume = {36},
     number = {1},
     year = {2008},
     pages = { 397-419},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1204306957}
}

Varadhan, S. R. S. Large deviations. Ann. Probab., Tome 36 (2008) no. 1, pp.  397-419. http://gdmltest.u-ga.fr/item/1204306957/