An Introduction to the Theory of Large Deviations
D.W. Stroock
ISBN 10: 038796021X ISBN 13: 9780387960210
Editore: Springer, 1984
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pp. 208. Codice articolo 263892894
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These notes are based on a course which I gave during the academic year 1983-84 at the University of Colorado. My intention was to provide both my audience as well as myself with an introduction to the theory of 1arie deviations • The organization of sections 1) through 3) owes something to chance and a great deal to the excellent set of notes written by R. Azencott for the course which he gave in 1978 at Saint-Flour (cf. Springer Lecture Notes in Mathematics 774). To be more precise: it is chance that I was around N. Y. U. at the time'when M. Schilder wrote his thesis. and so it may be considered chance that I chose to use his result as a jumping off point; with only minor variations. everything else in these sections is taken from Azencott. In particular. section 3) is little more than a rewrite of his exoposition of the Cramer theory via the ideas of Bahadur and Zabel. Furthermore. the brief treatment which I have given to the Ventsel-Freidlin theory in section 4) is again based on Azencott's ideas. All in all. the biggest difference between his and my exposition of these topics is the language in which we have written. However. another major difference must be mentioned: his bibliography is extensive and constitutes a fine introduction to the available literature. mine shares neither of these attributes. Starting with section 5).
Contenuti: 0. Introduction.- 1. Brownian Motion in Small Time, Strassen’s Iterated Logarithm.- 2. Large Deviations, Some Generalities.- 3. Cramér’s Theorem.- 4. Large Deviation Principle for Diffusions.- 5. Introduction to Large Deviations from Ergodic Phenomena.- 6. Existence of a Rate Function.- 7. Identification of the Rate Function.- 8. Some Non-Uniform Large Deviation Results.- 9. Logarithmic Sobolev Inequalities.
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Titolo: An Introduction to the Theory of Large ...
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Data di pubblicazione: 1984
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An Introduction to the Theory of Large Deviations
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Condizione: Fine. 196 pp., Paperback, faint soiling to fore edge else fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Codice articolo ZB1229960
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An Introduction to the Theory of Large Deviations (Universitext)
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An Introduction to the Theory of Large Deviations
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Broschiert. Condizione: Gut. 196 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 320. Codice articolo 2202131
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Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,400grams, ISBN:038796021X. Codice articolo 5841889
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. These notes are based on a course which I gave during the academic year 1983-84 at the University of Colorado. My intention was to provide both my audience as well as myself with an introduction to the theory of 1arie deviations - The organization of sectio. Codice articolo 5912638
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An Introduction to the Theory of Large Deviations (Universitext)
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Taschenbuch. Condizione: Neu. Neuware -These notes are based on a course which I gave during the academic year 1983-84 at the University of Colorado. My intention was to provide both my audience as well as myself with an introduction to the theory of 1arie deviations ¿ The organization of sections 1) through 3) owes something to chance and a great deal to the excellent set of notes written by R. Azencott for the course which he gave in 1978 at Saint-Flour (cf. Springer Lecture Notes in Mathematics 774). To be more precise: it is chance that I was around N. Y. U. at the time'when M. Schilder wrote his thesis. and so it may be considered chance that I chose to use his result as a jumping off point; with only minor variations. everything else in these sections is taken from Azencott. In particular. section 3) is little more than a rewrite of his exoposition of the Cramer theory via the ideas of Bahadur and Zabel. Furthermore. the brief treatment which I have given to the Ventsel-Freidlin theory in section 4) is again based on Azencott's ideas. All in all. the biggest difference between his and my exposition of these topics is the language in which we have written. However. another major difference must be mentioned: his bibliography is extensive and constitutes a fine introduction to the available literature. mine shares neither of these attributes. Starting with section 5).Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 208 pp. Englisch. Codice articolo 9780387960210
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Introduction to the Theory of Large Deviations
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An Introduction to the Theory of Large Deviations (Universitext)
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ISBN 10: 038796021X
ISBN 13: 9780387960210
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An Introduction to the Theory of Large Deviations (Paperback)
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ISBN 10: 038796021X
ISBN 13: 9780387960210
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Paperback. Condizione: new. Paperback. These notes are based on a course which I gave during the academic year 1983-84 at the University of Colorado. My intention was to provide both my audience as well as myself with an introduction to the theory of 1arie deviations The organization of sections 1) through 3) owes something to chance and a great deal to the excellent set of notes written by R. Azencott for the course which he gave in 1978 at Saint-Flour (cf. Springer Lecture Notes in Mathematics 774). To be more precise: it is chance that I was around N. Y. U. at the time'when M. Schilder wrote his thesis. and so it may be considered chance that I chose to use his result as a jumping off point; with only minor variations. everything else in these sections is taken from Azencott. In particular. section 3) is little more than a rewrite of his exoposition of the Cramer theory via the ideas of Bahadur and Zabel. Furthermore. the brief treatment which I have given to the Ventsel-Freidlin theory in section 4) is again based on Azencott's ideas. All in all. the biggest difference between his and my exposition of these topics is the language in which we have written. However. another major difference must be mentioned: his bibliography is extensive and constitutes a fine introduction to the available literature. mine shares neither of these attributes. Starting with section 5). My intention was to provide both my audience as well as myself with an introduction to the theory of 1arie deviations The organization of sections 1) through 3) owes something to chance and a great deal to the excellent set of notes written by R. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780387960210
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