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Large Deviations and Idempotent Probability

2001-05-07 Business & Economics
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Release : 2001-05-07
Genre : Business & Economics
Kind : eBook
Book Rating : 800/5 ( reviews)

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Book Synopsis Large Deviations and Idempotent Probability by : Anatolii Puhalskii

Download or read book Large Deviations and Idempotent Probability written by Anatolii Puhalskii. This book was released on 2001-05-07. Available in PDF, EPUB and Kindle. Book excerpt: In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of our understanding of the connections between the large deviation principle (LDP) and well-known methods for establishing weak

Large Deviations

2016-12-08 Mathematics
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Release : 2016-12-08
Genre : Mathematics
Kind : eBook
Book Rating : 86X/5 ( reviews)

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Book Synopsis Large Deviations by : S. R. S. Varadhan

Download or read book Large Deviations written by S. R. S. Varadhan. This book was released on 2016-12-08. Available in PDF, EPUB and Kindle. Book excerpt: The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed. The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems.

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.

Large Deviations

1989-06-21 Mathematics
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Release : 1989-06-21
Genre : Mathematics
Kind : eBook
Book Rating : 576/5 ( reviews)

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Book Synopsis Large Deviations by :

Download or read book Large Deviations written by . This book was released on 1989-06-21. Available in PDF, EPUB and Kindle. Book excerpt: The first four chapters of this volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length course for advanced graduate students with a strong background in analysis and some probability theory. A large selection of exercises presents important material and many applications. The last two chapters present various non-uniform results (Chapter 5) and outline the analytic approach that allows one to test and compare techniques used in previous chapters (Chapter 6).

Large Deviations and Applications

1984-01-31 Mathematics
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Release : 1984-01-31
Genre : Mathematics
Kind : eBook
Book Rating : 894/5 ( reviews)

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Book Synopsis Large Deviations and Applications by : S. R. S. Varadhan

Download or read book Large Deviations and Applications written by S. R. S. Varadhan. This book was released on 1984-01-31. Available in PDF, EPUB and Kindle. Book excerpt: 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 when certain parameters get large or small.

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