Journal
ANNALS OF PROBABILITY
Volume 36, Issue 2, Pages 397-419Publisher
INST MATHEMATICAL STATISTICS
DOI: 10.1214/07-AOP348
Keywords
large deviations; rare events
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This paper is based oil 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.
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