Large deviations

Srinivasa Varadhan

Research output: Contribution to journalArticle

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

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Large Deviations
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Large deviations

Keywords

  • Large deviations
  • Rare events

ASJC Scopus subject areas

  • Mathematics(all)
  • Statistics and Probability

Cite this

Large deviations. / Varadhan, Srinivasa.

In: Annals of Probability, Vol. 36, No. 2, 03.2008, p. 397-419.

Research output: Contribution to journalArticle

Varadhan, S 2008, 'Large deviations', Annals of Probability, vol. 36, no. 2, pp. 397-419. https://doi.org/10.1214/07-AOP348
Varadhan, Srinivasa. / Large deviations. In: Annals of Probability. 2008 ; Vol. 36, No. 2. pp. 397-419.
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