Large deviations

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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. © Institute of Mathematical Statistics, 2008.

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APA

Varadhan, S. R. S. (2008). Large deviations. Annals of Probability, 36(2), 397–419. https://doi.org/10.1214/07-AOP348

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