Large Deviations and Applications: The Finite Dimensional Case

Abstract

Preface and WarningThese notes, which form the first chapter of a forthcoming book, are intended to serve as lecture notes on the topic of large deviations and applications for students whose background and interests are in applications which involve finite dimensional spaces. Although narrow in their scope, these notes present a good deal of the methods available for more general situations. A glaring omission is the method of sub-additivity, which will be discussed in another chapter in the book. Another deficiency of these notes is the sketchy bibliography and historical. We hope to correct this in the book.