Large deviations

• 成果类型: Article
• 署名作者: Varadhan, S. R. S.
• 署名单位: New York University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/07-AOP348
• 发表日期: 2008
• 页码: 397-419
• 关键词: markov process expectations; asymptotic evaluation; homogenization; time

摘要

This paper is based oil 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.