Varadhan, S. R. S.

Large deviations and applications/ S.R.S. Varadhan. - Philadelphia: SIAM, 1984. - 75 p. - CBMS-NSF Regional conference series in applied mathematics . - CBMS-NSF Regional conference series in applied mathematics; 46. .

Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982.

Bibliography: p. 75.

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Large deviations.
Processos Estocasticos.

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