Large deviations weak convergence and relative entropy Markus Fischer University of Padua Revised June Introduction Rare event probabilities and large deviations basic example and denition in Sect
Essential tools for large deviations analysis weak convergence of probability measures Section 3 and relative entropy Section 4 Weak convergence especially useful in the Dupuis and Ellis 1997 approach see lectures Table 1 Notation a topological spa
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