Abstract
Large deviation theory has deep historic roots, but its strong flowering in recent years has come about partly because of an increased appreciation of the beauty of the theory and of the many ways in which it can be viewed, but even more because of the realisation that it provides the natural tool in so many applications. Roughly, it applies to systems that have a large-scale character (in a sense to be defined) and exploits this scale to derive the essential stochastic behaviour of the system, although without going all the way to the deterministic limit.
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© 2000 Springer Science+Business Media New York
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Whittle, P. (2000). Large-Deviation Theory. In: Probability via Expectation. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0509-8_18
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DOI: https://doi.org/10.1007/978-1-4612-0509-8_18
Publisher Name: Springer, New York, NY
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