Large deviations: An introduction to 2007 Abel prize
type: Item
instance of: scholarly article
title: Large deviations: An introduction to 2007 Abel prize
zbMATH Open document ID: 1146.60023
author: B. E. Eshmatov
published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences
publication date: 2008-09-08T00:00:00Z
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 5322619
zbMATH Keywords: large deviation principle (LDP)
zbMATH Keywords: rate function
zbMATH Keywords: Cramer's theorem
zbMATH Keywords: Sanov's theorem
zbMATH Keywords: Esscher transform/tilt
zbMATH Keywords: convex conjugates
zbMATH Keywords: Laplace's method
zbMATH Keywords: Varadhan's lemma
zbMATH Keywords: weak convergence of probability measures
zbMATH Keywords: empirical distribution
zbMATH Keywords: Hamilton-Jacobi equation
zbMATH Keywords: Burger's equation
zbMATH Keywords: variational formula
zbMATH Keywords: sample path LDP
zbMATH Keywords: Brownian motion/diffusion
zbMATH Keywords: Markov processes
zbMATH Keywords: ergodicity
zbMATH Keywords: Wentzell-Freidlin theory
zbMATH Keywords: exit problem
zbMATH Keywords: Feynman-Kac formula
zbMATH Keywords: occupation time
zbMATH Keywords: principal eigenvalue
zbMATH Keywords: Donsker-Varadhan theory
MaRDI profile type: Publication
full work available at URL: s12044-008-0009-5
OpenAlex ID: W1968116256
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DOI: 10.1007/S12044-008-0009-5
description: scientific article; zbMATH DE number 5322619