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An introduction to large deviations with applications in physics

by Ivan N. Burenev, Daniël W. H. Cloete, Vansh Kharbanda, Hugo Touchette

This Submission thread is now published as

Submission summary

Authors (as registered SciPost users): Ivan Burenev · Daniël Cloete · Vansh Kharbanda · Hugo Touchette
Submission information
Preprint Link: https://arxiv.org/abs/2503.16015v3  (pdf)
Date accepted: Sept. 9, 2025
Date submitted: Aug. 29, 2025, 4:56 p.m.
Submitted by: Daniël Cloete
Submitted to: SciPost Physics Lecture Notes
 for consideration in Collection:
Ontological classification
Academic field: Physics
Specialties:
  • Statistical and Soft Matter Physics

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.

Author comments upon resubmission

We thank the referees for their thoughtful and constructive reports.
For Referee 1, we have made the three requested changes and clarified our use of the term principle in the context of the large deviation principle.
For Referee 2, no changes were required, as they found the manuscript clear and suitable for publication.
We believe that the revised version addresses all comments and is now suitable for publication.

List of changes

Corrected minor typos following Eq. (57) and in Eq. (169).
Clarified the discussion on the ergodicity of Π.
Added a footnote to Definition 1 explaining our use of the term principle.

Published as SciPost Phys. Lect. Notes 104 (2025)

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