A Basic Introduction to Large Deviations: Theory, Applications, Simulations

A Basic Introduction to Large Deviations: Theory, Applications, Simulations
by Hugo Touchette

Publisher: arXiv 2011
Number of pages: 56

Description:
The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic system is observed, the amplitude of the noise perturbing a dynamical system or the temperature of a chemical reaction.