Large Deviations

Explore the fascinating world of probability theory with Large Deviations by S. R. S. Varadhan, published in 2016. This insightful book, spanning 104 pages, is rooted in a graduate course delivered at the prestigious Courant Institute. It delves into the essential principles of large deviations, focusing on how the probabilities of specific events diminish as natural parameters change. Varadhan expertly examines three key examples: the behavior of diffusions with minimal noise and the exit problem, the long-term behavior of Markov processes, and their intriguing relationship with the Feynman-Kac formula. Ideal for students and professionals alike, this book serves as a comprehensive guide to understanding the complexities of probability and its applications. Enhance your knowledge and grasp the nuances of large deviations with this essential read!