Large deviations

S. R. S. Varadhan
2008 Annals of Probability  
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.
doi:10.1214/07-aop348 fatcat:mgstjgihhnbsniw2lwxshwj2gq