Large Deviations (Fields Institute Monographs)
"The book is ... a welcome addition ... ideally suited for nonspecialists interested in learning the subject ... One advantage it has over the other books is its brevity ... the appendix, containing solutions to the exercises, is an attractive feature, making the book suitable for self-study ... provides a quick, relatively painless introduction to the subject ... Indeed ... is user-friendly." ---- CMS Notes"The author has succeeded in presenting the main theorems on large deviations in a clear and readable style, making transparent the role played by the general principles on which the theory is based." ---- Mathematical Reviews"This is a useful book on large deviations. It can be used as a text for advanced PhD students with a really good background in mathematical analysis and probability theory." ---- European Mathematical Society Newsletter