I am interested in reading about large deviations theory. Can anybody please suggest me any good book regarding this.
Thanks in advance.
I am interested in reading about large deviations theory. Can anybody please suggest me any good book regarding this.
Thanks in advance.
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I think one of the classics, which I just started reading is Zeitouni and Dembo's Large Deviations Techniques and Applications. So far, it seems to be well written and Zeitouni is an expert in the field.