Large Deviations and Idempotent Probability

Anatolii Puhalskii, Anatoly Puhalskii1584881984, 9781584881988, 9781420035803

This Monograph offers in-depth coverage of the recent developments in the study of the large deviation principle (LDP). The author gives a systematic treatment of a novel approach to proving the LDP for sequences of probability measures – applying ideas and methods of weak convergence theory to large deviation settings. He comprehensively investigates the relationship between large deviations and weak convergence and between probability theory and idempotent probability theory.