A Weak Convergence Approach to the Theory of Large Deviations
大偏差理论的弱收敛方法
Formulation of Large Deviation Theory in Terms of the Laplace Principle. First Example: Sanov's Theorem. Second Example: Mogulskii's Theorem. Representation Formulas for Other Stochastic Processes. Compactness and Limit Properties for the Random Walk Model. Laplace Principle for the Random Walk Model with Continuous Statistics. Laplace Principle for the Random Walk Model with Discontinuous Statistics. Laplace Principle for the Empirical Measures of a Markov Chain. Extensions…