### Abstract

A simple self-contained proof of Sanov's theorem in τ-topology is given, well suited for a first course on large deviations.

Original language | English |
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Pages (from-to) | 453-459 |

Number of pages | 7 |

Journal | Bulletin of the Brazilian Mathematical Society |

Volume | 37 |

Issue number | 4 |

DOIs | |

Publication status | Published - Dec 1 2006 |

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### Keywords

- Large deviations
- Sanov theorem
- τ-topology

### ASJC Scopus subject areas

- Mathematics(all)