Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d s

This book studies the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space. Under suitable r

Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of la

The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in