Large deviations and applications. (English) Zbl 0567.60030

This paper provides a valuable survey of work on large deviations (in the sense of CramĂ©r’s theorem and its analogues), and their applications, much of which has been done by the author and his collaborator M. D. Donsker. A most readable account has been produced in which the main ideas and their wide applicability are successfully communicated. Obvious care has been taken not to submerge these ideas in technical details, for which the reader is referred elsewhere.
Reviewer: J.D.Biggins


60F10 Large deviations