Share

Large Deviations Techniques and Applications

2009-11-03 Science
Download Large Deviations Techniques and Applications PDF Online Free

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

GET EBOOK


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.

Large Deviations

2000 Mathematics
Download Large Deviations PDF Online Free

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

GET EBOOK


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 and Applications

1984-01-31 Mathematics
Download Large Deviations and Applications PDF Online Free

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

GET EBOOK


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.

Large Deviations in Physics

2014-05-16 Science
Download Large Deviations in Physics PDF Online Free

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

GET EBOOK


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 For Performance Analysis

1995-09-01 Mathematics
Download Large Deviations For Performance Analysis PDF Online Free

Author :
Release : 1995-09-01
Genre : Mathematics
Kind : eBook
Book Rating : 114/5 ( reviews)

GET EBOOK


Book Synopsis Large Deviations For Performance Analysis by : Adam Shwartz

Download or read book Large Deviations For Performance Analysis written by Adam Shwartz. This book was released on 1995-09-01. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (iid random variables) through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit-switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well: basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analyzed using the tools developed in the first half of the book. Features: A transient analysis of the M/M/1 queue; a new analysis of an Aloha model using Markov modulated theory; new results for Erlang's model; new results for the AMS model; analysis of "serve the longer queue", "join the shorter queue" and other simple priority queues; and a simple analysis of the Flatto-Hahn-Wright model of processor-sharing.

You may also like...