Math 592A: Large deviations
Krzysztof Burdzy
Winter 2000, MWF 2:30-3:20
This will be a short, one-quarter introduction to an important area
of current research in probability theory. Large deviations theory
studies probabilities of very unlikely events. I have not decided
on the textbook yet, but the following one is a likely choice:
Dembo, Amir; Zeitouni, Ofer: Large deviations techniques and applications.
Second edition. Applications of Mathematics, 38, Springer-Verlag,
New York, 1998, ISBN 0-387-98406-2.