Large Deviations And Applications


Large Deviations And Applications
Author: Amir Dembo
Publisher: Springer Science & Business Media
ISBN: 9783642033117
Size: 67.83 MB
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Large Deviations Techniques And Applications

Large Deviations And Applications by Amir Dembo, Large Deviations Techniques And Applications Books available in PDF, EPUB, Mobi Format. Download Large Deviations Techniques And Applications books, Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.


Large Deviations Techniques and Applications
Language: en
Pages: 396
Authors: Amir Dembo, Ofer Zeitouni
Categories: Science
Type: BOOK - Published: 2009-11-03 - Publisher: Springer Science & Business Media
Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level
Large Deviations and Applications
Language: en
Pages: 75
Authors: S. R. S. Varadhan
Categories: Electronic books
Type: BOOK - Published: 1984-01-01 - Publisher: SIAM
Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations
Große Abweichungen
Language: de
Pages: 167
Authors: Wolfgang König
Categories: Mathematics
Type: BOOK - Published: 2020-11-08 - Publisher: Birkhäuser
Dies ist eine Einführung in die Theorie der (Wahrscheinlichkeiten der) großen Abweichungen, die mit Hilfe analytischer Methoden die exponentielle Abfallrate sehr kleiner Wahrscheinlichkeiten charakterisiert. Diese Theorie wurde in den 1960er und 1970er Jahren stark ausgeweitet und bis in die jüngste Vergangenheit kontinuierlich auf immer neue probabilistische Strukturen erweitert. Ihre Grundzüge
Large Deviations
Language: en
Pages: 146
Authors: Frank den Hollander
Categories: Mathematics
Type: BOOK - Published: 2008 - Publisher: American Mathematical Soc.
This book is an introduction to the theory and applications of large deviations, a branch of probability theory that describes the probability of rare events in terms of variational problems. By focusing the theory, in Part A of the book, on random sequences, the author succeeds in conveying the main
Large Deviations and Metastability
Language: en
Pages: 512
Authors: Enzo Olivieri, Maria Eulália Vares
Categories: Mathematics
Type: BOOK - Published: 2005-02-21 - Publisher: Cambridge University Press
Publisher Description
Entropy, Large Deviations, and Statistical Mechanics
Language: en
Pages: 364
Authors: Richard S. Ellis
Categories: Mathematics
Type: BOOK - Published: 2006 - Publisher: Taylor & Francis
From the reviews: "... Besides the fact that the author's treatment of large deviations is a nice contribution to the literature on the subject, his book has the virue that it provides a beautifully unified and mathematically appealing account of certain aspects of statistical mechanics. ... Furthermore, he does not
Large Deviations
Language: en
Pages: 143
Authors: Frank Hollander
Categories: Mathematics
Type: BOOK - Published: 2000 - Publisher: Springer Science & Business
This volume offers an introduction to large deviations. It is divided into two parts: theory and applications. Basic large deviation theorems are presented for i.i.d. sequences, Markov sequences, and sequences with moderate dependence. The rate function is computed explicitly. The theory is explained without too much emphasis on technicalities. Also
Non-equilibrium thermodynamics
Language: en
Pages: 184
Authors: István Gyarmati
Categories: Mathematics
Type: BOOK - Published: 1970 - Publisher:
Books about Non-equilibrium thermodynamics
Large Deviations, Hamiltonian Techniques and Applications in Biology
Language: en
Pages: 276
Authors: Roland W. Tegeder
Categories: Large deviations
Type: BOOK - Published: 1993 - Publisher:
Books about Large Deviations, Hamiltonian Techniques and Applications in Biology
Wahrscheinlichkeitstheorie
Language: de
Pages: 624
Authors: Achim Klenke
Categories: Mathematics
Type: BOOK - Published: 2008-02-23 - Publisher: Springer-Verlag
Dieses Lehrbuch bietet eine umfassende Einführung in die wichtigsten Gebiete der Wahrscheinlichkeitstheorie und ihre maßtheoretischen Grundlagen. Breite und Auswahl der Themen sind einmalig in der deutschsprachigen Literatur. Die 250 Übungsaufgaben und zahlreichen Abbildungen helfen Lesern den Lernstoff zu vertiefen. Themenschwerpunkte sind u. a. die Maß- und Integrationstheorie, Grenzwertsätze für Summen