Talk:Probability of large deviations
The article is quite obsolete, as is noted in its "Comments" section. Some literature is given in that section, but a number of more recent books should be used, too.
Nowadays large deviations are usually understood as logarithmic asymptotics of small probabilities in the region where the normal approximation fails even on the logarithmic level. The theory is formulated in terms of rate functions; terribly, rate function is not mentioned at all in our encyclopedia! The more narrow region where probabilities are small but the normal approximation holds on the logarithmic level is well-known as moderate deviations (only mentioned twice in our encyclopedia: in "Wiener sausage" and "Intermediate efficiency".
Probability of large deviations. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Probability_of_large_deviations&oldid=25394