Could you please suggest a good reference for the Gärtner-Ellis theorem (at a rigorous, postgraduate student level)? Many thanks for your help.
2026-03-25 15:57:00.1774454220
Gärtner-Ellis theorem reference
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I recommend the monograph Large deviation techniques and applications by Amor Dembo and Ofer Zeitouni. It contains various versions of the Gärtner-Ellis theorem (including rigorous proofs) and is highly readable.