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An introduction to the theory of large deviations

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Cover of 'An introduction to the theory of large deviations'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Brownian Motion in Small Time, Strassen’s Iterated Logarithm
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    Chapter 3 Large Deviations, Some Generalities
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    Chapter 4 Cramér’s Theorem
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    Chapter 5 Large Deviation Principle for Diffusions
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    Chapter 6 Introduction to Large Deviations from Ergodic Phenomena
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    Chapter 7 Existence of a Rate Function
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    Chapter 8 Identification of the Rate Function
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    Chapter 9 Some Non-Uniform Large Deviation Results
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    Chapter 10 Logarithmic Sobolev Inequalities
Attention for Chapter 8: Identification of the Rate Function
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