Large deviations

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Large deviations for an exchangeable system of reversible diffusions in [double-struck]R[superscript italic]d are investigated in the limit when the number of particles tends to infinity with the objective of providing a methodology to study dynamical phase transitions, tunnelli…

Large deviations and thermodynamical formalism: The almost Borel structure of diffeomorphisms with some hyperbolicity / Jérôme Buzzi. Lectures on large deviations in probability and dynamical systems / Yuri Kifer. Thermodynamic formalism for countable Markov shifts / Omri M. Sar…

This volume offers an introduction to large deviations. It is divided into two parts: theory and applications. Basic large deviation theorems are presented for i.i.d. sequences, Markov sequences, and sequences with moderate dependence. The rate function is computed explicitly.

"This is the first book which the universal approach to strong laws of probability is discussed in. The universal theories are described for three important objects of probability theory: sums of independent random variables, processes with independent increments and renewal pro…