Large Deviations (Fields Institute Monographs)

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9780821844359: Large Deviations (Fields Institute Monographs)

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 included is an outline of general definitions and theorems. The goal is to expose the unified theme that gives large deviation theory its overall structure, which can be made to work in many concrete cases. The section on applications focuses on recent work in statistical physics and random media. This book contains 60 exercises (with solutions) that should elucidate the content and engage the reader. Prerequisites for the book are a strong background in probability and analysis and some knowledge of statistical physics. It would make an excellent textbook for a special topics course in large deviations. Titles in this series are co-published with The Fields Institute for Research in Mathematical Sciences (Toronto, Ontario, Canada).

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From the Publisher:

A useful supplement to an undergraduate text in coding theory to give students a basic introduction to algebraic geometry codes. --Mathematical Reviews

Review:

"The book is ... a welcome addition ... ideally suited for nonspecialists interested in learning the subject ... One advantage it has over the other books is its brevity ... the appendix, containing solutions to the exercises, is an attractive feature, making the book suitable for self-study ... provides a quick, relatively painless introduction to the subject ... Indeed ... is user-friendly." ---- CMS Notes

"The author has succeeded in presenting the main theorems on large deviations in a clear and readable style, making transparent the role played by the general principles on which the theory is based." ---- Mathematical Reviews

"This is a useful book on large deviations. It can be used as a text for advanced PhD students with a really good background in mathematical analysis and probability theory." ---- European Mathematical Society Newsletter

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Frank den Hollander
Editore: American Mathematical Society (2008)
ISBN 10: 0821844350 ISBN 13: 9780821844359
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Descrizione libro American Mathematical Society, 2008. Paperback. Condizione libro: New. Brand new. We distribute directly for the publisher. Softcover. Fine binding and cover. Clean, unmarked pages. Ships daily. Codice libro della libreria 1005110153

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Descrizione libro American Mathematical Society. Paperback. Condizione libro: new. BRAND NEW, Large Deviations, Frank Hollander, 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 included is an outline of general definitions and theorems. The goal is to expose the unified theme that gives large deviation theory its overall structure, which can be made to work in many concrete cases. The section on applications focuses on recent work in statistical physics and random media. This book contains 60 exercises (with solutions) that should elucidate the content and engage the reader. Prerequisites for the book are a strong background in probability and analysis and some knowledge of statistical physics. It would make an excellent textbook for a special topics course in large deviations. Codice libro della libreria B9780821844359

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Descrizione libro American Mathematical Society, 2008. Paperback. Condizione libro: New. Codice libro della libreria DADAX0821844350

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Descrizione libro American Mathematical Society, 2008. Paperback. Condizione libro: New. book. Codice libro della libreria 0821844350

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Descrizione libro Condizione libro: New. Depending on your location, this item may ship from the US or UK. Codice libro della libreria 97808218443590000000

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Descrizione libro American Mathematical Society, 2008. Paperback. Condizione libro: New. Codice libro della libreria P110821844350

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