Table of Contents

Formulation of Large Deviation Theory in Terms of the LaplacePrinciple.

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 ContinuousStatistics.

Laplace Principle for the Random Walk Model with DiscontinuousStatistics.

Laplace Principle for the Empirical Measures of a MarkovChain.

Extensions of the Laplace Principle for the Empirical Measures of aMarkov Chain.

Laplace Principle for Continuous-Time Markov Processes withContinuous Statistics.

Appendices.

Bibliography.

Indexes.

About the Author

PAUL DUPUIS is a professor in the Division of Applied Mathematics at Brown University in Providence, Rhode Island.

RICHARD S. ELLIS is a professor in the Department of Mathematics and Statistics at the University of Massachusetts at Amherst.