Concepedia

Large Deviation Principles

Large Deviation Principles is a mathematical framework in probability theory that characterizes the exponential decay rates of probabilities of rare events for sequences of random variables, distinguishing itself by providing a rigorous asymptotic analysis of deviations far from typical behavior.

806

Publications

41.2K

Citations

974

Authors

539

Institutions

Publications per year

2017–2026

123

Parents

Publications

806

Large Deviations Techniques and Applications

Uwe Schmock, Amir Dembo, Ofer Zeitouni · Journal of the American Statistical Association · 2000 · 3.7K citations

, , +15

The large deviation approach to statistical mechanics

Hugo Touchette · Physics Reports · 2009 · 1.9K citations · Full text

, , +14

A Gallavotti–Cohen-Type Symmetry in the Large Deviation Functional for Stochastic Dynamics

Journal of Statistical Physics · 1999 · 1.4K citations · Full text

, , +16

A Weak Convergence Approach to the Theory of Large Deviations

James Lynch, Paul Dupuis, Richard S. Ellis · Journal of the American Statistical Association · 1998 · 813 citations

, , +16

A Gallavotti-Cohen Type Symmetry in the Large Deviation Functional for Stochastic Dynamics

1999 · 798 citations

, , +15

1–5 of 806

Authors

974

  1. PD
    Paul Dupuis

    Brown University, United States

    12 publications · 1.3K citations

    12

    h-index

  2. AA
    A. A. Mogulskiĭ

    Sobolev Institute of Mathematics, Russia

    10 publications · 315 citations

    10

    h-index

  3. SR
    S. R. S. Varadhan

    Courant Institute of Mathematical Sciences, United States

    10 publications · 643 citations

    10

    h-index

  4. TZ
    Tusheng Zhang

    University of Manchester, United Kingdom

    11 publications · 647 citations

    10

    h-index

  5. AA
    Anatolii A. Puhalskii

    Institute for Information Transmission Problems, Russia

    11 publications · 440 citations

    10

    h-index

1–5 of 974

Institutions

539

  1. Centre National de la Recherche Scientifique

    Paris, France

    36 h-index

    120 publications

    6.2K citations

  2. Sorbonne Université

    Paris, France

    20 h-index

    51 publications

    2.2K citations

  3. Université Paris Cité

    Paris, France

    20 h-index

    28 publications

    1.7K citations

  4. Courant Institute of Mathematical Sciences

    New York, United States

    17 h-index

    30 publications

    1.8K citations

  5. New York University

    New York, United States

    15 h-index

    28 publications

    1.8K citations

  6. Université Paris-Sud

    Orsay, France

    14 h-index

    22 publications

    1.2K citations

  7. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    14 h-index

    19 publications

    1K citations

  8. University of Science and Technology of China

    Hefei, China

    13 h-index

    30 publications

    1.1K citations

1–8 of 539

Venues

  1. The Annals of Probability

    49 publications · 2.8K citations

    31

    h-index

  2. Stochastic Processes and their Applications

    36 publications · 1.5K citations

    23

    h-index

  3. Probability Theory and Related Fields

    33 publications · 1.8K citations

    23

    h-index

  4. Journal of Statistical Physics

    28 publications · 1.3K citations

    19

    h-index

  5. The Annals of Applied Probability

    24 publications · 1.1K citations

    18

    h-index

1–5