Mathematics · Probability Theory
A topic within Probability Theory, itself one of 12 topics in that field and part of Mathematics.
2 works
S. R. S. Varadhan
Sets out a single abstract large deviation principle and derives Cramer's theorem, Sanov's theorem and Schilder's theorem for Brownian motion as special cases of one framework.
Fraydoun Rezakhanlou
Sets out the large deviation principle as a single rate-function framework underneath results that had previously been proved one at a time, by Cramér, Sanov and others.
link checked 17 Sept 2026