Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied pro
Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d s
Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative prop
This book reviews the basic ideas of the Law of Large Numbers with its consequences to the deterministic world and the issue of ergodicity. Applications of Larg
This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (iid random variables) through recent res