Special invited paper. Large deviations

Mathematics – Probability

Scientific paper

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Published in at http://dx.doi.org/10.1214/07-AOP348 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of

Scientific paper

10.1214/07-AOP348

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.

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