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Large Deviations Techniques and Applications

2009-11-03 Science
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Release : 2009-11-03
Genre : Science
Kind : eBook
Book Rating : 113/5 ( reviews)

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Book Synopsis Large Deviations Techniques and Applications by : Amir Dembo

Download or read book Large Deviations Techniques and Applications written by Amir Dembo. This book was released on 2009-11-03. Available in PDF, EPUB and Kindle. Book excerpt: 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.

An Introduction to Markov Processes

2005-03-30 Mathematics
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Release : 2005-03-30
Genre : Mathematics
Kind : eBook
Book Rating : 517/5 ( reviews)

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Book Synopsis An Introduction to Markov Processes by : Daniel W. Stroock

Download or read book An Introduction to Markov Processes written by Daniel W. Stroock. This book was released on 2005-03-30. Available in PDF, EPUB and Kindle. Book excerpt: Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory Leads the reader to a rigorous understanding of basic theory

Large Deviations for Additive Functionals of Markov Chains

2014-03-05 Mathematics
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Release : 2014-03-05
Genre : Mathematics
Kind : eBook
Book Rating : 891/5 ( reviews)

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Book Synopsis Large Deviations for Additive Functionals of Markov Chains by : Alejandro D. de Acosta

Download or read book Large Deviations for Additive Functionals of Markov Chains written by Alejandro D. de Acosta. This book was released on 2014-03-05. Available in PDF, EPUB and Kindle. Book excerpt:

Large Deviations in Physics

2014-05-16 Science
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Release : 2014-05-16
Genre : Science
Kind : eBook
Book Rating : 514/5 ( reviews)

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Book Synopsis Large Deviations in Physics by : Angelo Vulpiani

Download or read book Large Deviations in Physics written by Angelo Vulpiani. This book was released on 2014-05-16. Available in PDF, EPUB and Kindle. Book excerpt: This book reviews the basic ideas of the Law of Large Numbers with its consequences to the deterministic world and the issue of ergodicity. Applications of Large Deviations and their outcomes to Physics are surveyed. The book covers topics encompassing ergodicity and its breaking and the modern applications of Large deviations to equilibrium and non-equilibrium statistical physics, disordered and chaotic systems, and turbulence.

Large Deviations

2000 Mathematics
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Release : 2000
Genre : Mathematics
Kind : eBook
Book Rating : 359/5 ( reviews)

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Book Synopsis Large Deviations by : Frank Hollander

Download or read book Large Deviations written by Frank Hollander. This book was released on 2000. Available in PDF, EPUB and Kindle. Book excerpt: Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.

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