Large deviations and applications (Q1059923): Difference between revisions

This paper provides a valuable survey of work on large deviations (in the sense of Cramér's theorem and its analogues), and their applications, much of which has been done by the author and his collaborator M. D. Donsker. A most readable account has been produced in which the main ideas and their wide applicability are successfully communicated. Obvious care has been taken not to submerge these ideas in technical details, for which the reader is referred elsewhere.