Large and moderate deviations in probability theory
2014/2015, sem. 2
(To be continued)
"...a particularly convenient way of stating asymptotic results that, on the one hand, are accurate enough to be useful and, on the other hand, are loose enough to be correct."
Amir DEMBO, Ofer ZEITOUNI, "Large deviations techniques and
Jones and Bartlett Publ., 1993 (page 5).
"The most fascinating aspect of the theory is that the exponential decay rates are computable in terms of entropy functions."
Richard S. ELLIS, "Entropy, large deviations, and statistical
Springer, 1985 (page vii).
"First, there is a huge potential for applying these ideas to the study, analysis, and design of stochastic systems -- in particular, information systems. Second, the subject material is unusually technical."
James A. BUCKLEW, "Large deviations techniques in decision,
simulation, and estimation",
Wiley, 1990 (page vii).