Special invited paper. Large deviations
S. R. S. Varadhan
TL;DR
This paper provides a comprehensive survey of the theory of large deviations, discussing its foundational principles, key results, and applications in probability and statistics.
Contribution
It offers an extensive overview of large deviations theory, consolidating existing knowledge and highlighting recent developments in the field.
Findings
Summarizes core principles of large deviations theory
Highlights recent advances and applications
Provides a unified framework for understanding large deviations
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.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.