Special invited paper. Large deviations
arXiv:0804.2330 · doi:10.1214/07-AOP348
Abstract
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.
Published in at http://dx.doi.org/10.1214/07-AOP348 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)