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Large deviations and applications

Part of the Lecture Notes in Mathematics book series (LNMECOLE,volume 1362)

Keywords

  • Rate Function
  • Brownian Motion
  • Ergodic Theorem
  • Polish Space
  • Large Deviation Principle

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References

  1. Donsker, M. D. and Varadhan, S.R.S. The Asymptotics of the Wiener Sausage, Comm. Pure Appl. Math. Vo. XXVIII, 1975, 525–565.

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  2. Donsker, M.D. and Varadhan S.R.S. On Laws of Iterated Logarithms for Local Times, Comm. Pure Appl. Math. Vol. XXX, 1977, 707–753.

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  3. Donsker, M.D. and Varadhan, S.R.S. Asymptotics for the Polaron, Comm. Pure Appl. Math. Vol. XXXVI, 1983, 505–528.

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  4. Donsker, M.D. and Varadhan, S.R.S. Large Deviations for Stationary Gaussian Processes, Comm. Math. Physics 97, 1985, 187–210.

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  5. Ellis, Richard S. Entropy, Large Deviations and Statistical Mechanics, Springer-Verlag, New York, 985.

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  6. Cox and Griffeath, Large Deviations for some infinite particle system occupation times. Contemp. Math. Vol. 41, 1985, 3–54.

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  7. Bramson, Cox and Griffeath. Large deviations for infinite particle systems, preprint, 1985.

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  8. Lee, T.Y. Large Deviation theory for the empirical density of non interacting infinite particle systems, 1986, Thesis NYU.

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  9. Stroock, D.W. An introduction to the theory of large deviations Springer-Verlag, New York, 1984.

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  10. Varadhan, S.R.S. Large Deviations and Applications, SIAM, Philadelphia, 1984.

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  11. Varadhan, S.R.S. Large Deviations and Applications, Expo. Math. 3, 1985, 251–272.

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© 1988 Springer-Verlag

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Varadhan, S.R.S. (1988). Large deviations and applications. In: Hennequin, PL. (eds) École d'Été de Probabilités de Saint-Flour XV–XVII, 1985–87. Lecture Notes in Mathematics, vol 1362. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0086178

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  • DOI: https://doi.org/10.1007/BFb0086178

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-50549-5

  • Online ISBN: 978-3-540-46042-8

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