Large deviations and applications

  • S. R. S. Varadhan
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1362)


Rate Function Brownian Motion Ergodic Theorem Polish Space Large Deviation Principle 
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Copyright information

© Springer-Verlag 1988

Authors and Affiliations

  • S. R. S. Varadhan
    • 1
  1. 1.Courant Institute of Mathematical SciencesNew York UniversityNew York

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