The definitive graduate-level reference on large deviations theory and its applications, written by two of the leading researchers in the field — Amir Dembo (Stanford University) and Ofer Zeitouni (Technion / University of Minnesota).
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Large Deviations Techniques and Applications 2nd Ed. Amir Dembo, Ofer Zeitouni
The definitive graduate-level reference on large deviations theory and its applications, written by two of the leading researchers in the field — Amir Dembo (Stanford University) and Ofer Zeitouni (Technion / University of Minnesota).