Probability/Statistical mechanics:
Take a probabilistic model (possibly complicated, involving huge state space, describing a complex system) and rescale it suitably, such that in the limit a simpler "macroscopic" object emerges;
if the latter is still random it's a central limit theorem, if it's deterministic it's a law of large numbers, if you look at fluctuations from the latter it's large deviations; if it is largely independent on the details of the starting probabilsitc model, you have a universality phenomenon (and are happy because when modelling your real system you were forced to add some assumptions just for mathematical comfort); if it changes qualitatively when playing with a parameter of the original model you have a phase transition and want to know the critical values of the parameter.