An introduction to large deviations with applications in physics
Ivan N. Burenev, Daniël W. H. Cloete, Vansh Kharbanda, Hugo Touchette
SciPost Phys. Lect. Notes 104 (2025) · published 23 October 2025
Part of the 2024-07: Theory of Large Deviations and Applications Collection in the Les Houches Summer School Lecture Notes Series.
- doi: 10.21468/SciPostPhysLectNotes.104
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Abstract
These notes are based on the lectures that one of us (HT) gave at the Summer School on the "Theory of Large Deviations and Applications," held in July 2024 at Les Houches in France. They present the basic definitions and mathematical results that form the theory of large deviations, as well as many simple motivating examples of applications in statistical physics, which serve as a basis for the many other lectures given at the school that covered more specific applications in biophysics, random matrix theory, nonequilibrium systems, geophysics, and the simulation of rare events, among other topics. These notes extend the lectures, which can be accessed online, by presenting exercises and pointer references for further reading.
Authors / Affiliations: mappings to Contributors and Organizations
See all Organizations.- 1 2 Ivan Burenev,
- 3 Daniël Cloete,
- 4 Vansh Kharbanda,
- 3 Hugo Touchette
- 1 Laboratoire de Physique Théorique et Modèles Statistiques [LPTMS]
- 2 Université Paris-Saclay / University of Paris-Saclay
- 3 Universiteit van Stellenbosch / Stellenbosch University
- 4 Ludwig-Maximilians-Universität München / Ludwig Maximilian University of Munich [LMU]
