This contribution aims at introducing the topics of this book. We start with a brief historical excursion on the developments from the law of large numbers to the central limit theorem and large deviations theory. The same topics are then presented using the language of probability theory. Finally, some applications of large deviations theory in physics are briefly discussed through examples taken from statistical mechanics, dynamical and disordered systems.

From the Law of Large Numbers to Large Deviation Theory in Statistical Physics: An Introduction

Fabio Cecconi;Massimo Cencini;Andrea Puglisi;Davide Vergni;
2014

Abstract

This contribution aims at introducing the topics of this book. We start with a brief historical excursion on the developments from the law of large numbers to the central limit theorem and large deviations theory. The same topics are then presented using the language of probability theory. Finally, some applications of large deviations theory in physics are briefly discussed through examples taken from statistical mechanics, dynamical and disordered systems.
2014
Istituto Applicazioni del Calcolo ''Mauro Picone''
Istituto dei Sistemi Complessi - ISC
978-3-642-54251-0
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/224972
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