Large deviations

MaRDI QIDQ3096577zbMATH OpenFDO

Authors S. R. S. Varadhan

Publication date 11 November 2011

Full work available at URL http://ebooks.worldscinet.com/ISBN/9789814324359/9789814324359_0027.html

zbMATH Keywords

large deviations

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Large deviations (60F10)

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(17)

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• Exact asymptotics of sample-mean-related rare-event probabilities
• Experiments on Large Fluctuations
• Physics of large deviation
• Asymmetric scaling in large deviations for rare values bigger or smaller than the typical value
• The topology of central counterparty clearing networks and network stability
• Some Applications and Methods of Large Deviations in Finance and Insurance
• A singular large deviations phenomenon
• Large deviations for estimators of unknown probabilities, with applications in risk theory
• Large deviations: An introduction to 2007 Abel prize

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