Large deviations: an introduction to 2007 Abel prize

Ramasubramanian, S. (2008) Large deviations: an introduction to 2007 Abel prize Proceedings of the Indian Academy of Sciences - Mathematical Sciences, 118 (2). pp. 161-182. ISSN 0253-4142

PDF - Publisher Version

Official URL:

Related URL:


2007 Abel prize has been awarded to S R S Varadhan for creating a unified theory of large deviations. We attempt to give a flavour of this branch of probability theory, highlighting the role of Varadhan.

Item Type:Article
Source:Copyright of this article belongs to Indian Academy of Sciences.
Keywords:Large Deviation Principle(Ldp); Rate Function; Cramer's Theorem; Sanov's Theorem; Esscher Transform; Tilt; Convex Conjugates; Laplace's Method; Varadhan's Lemma; Weak Convergence Of Probability Measures; Empirical Distribution; Himilton-Jacobi Equation; Burger's Equation; Variational Formula; Sample Path Ldp; Brownian Motion/Diffusion; Markov Processes; Ergodicity; Wentzell-Freidlin Theory; Exit Problem; Feynman-Kac Formula; Occupation Time; Principal Eigenvalue; Donsker-Varadhan Theory
ID Code:52182
Deposited On:03 Aug 2011 06:47
Last Modified:18 May 2016 05:49

Repository Staff Only: item control page