A Brief Introduction to Large Deviations Theory

DOI10.1007/978-3-642-32157-3_3zbMath1390.60113OpenAlexW58069691MaRDI QIDQ4567930

Gilles Wainrib

Publication date: 20 June 2018

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-32157-3_3

Mathematics Subject Classification ID

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

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Cites Work

• Ecole d'ete de probabilités de Saint-Flour VIII-1978. Edite par P. L. Hennequin
• Large deviations for a general class of random vectors
• Diffusion approximation of birth-death processes: comparison in terms of large deviations and exit points
• Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima
• Large deviations and stochastic homogenization
• A remark on the connection between the large deviation principle and the central limit theorem
• On Large Deviations from the Invariant Measure
• Some Asymptotic Formulas for Wiener Integrals
• Large deviations
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