Large Deviations Techniques and Applications, 2nd

Dembo, Amir, and Zeitouni, Ofer, and Karatzas, I (Editor)

ISBN 10: 0387984062 / ISBN 13: 9780387984063

Editore: Springer, New York, NY, 1998

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***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Sewn binding. Cloth over boards. 396 p. Contains: Illustrations. Applications of Mathematics, 38. Audience: General/trade. Codice articolo K4830000837

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Titolo: Large Deviations Techniques and Applications...

Casa editrice: Springer, New York, NY

Data di pubblicazione: 1998

Legatura: Trade paperback

Condizione: New in new dust jacket.

Edizione: 2nd ed. INTERNATIONAL EDITION

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Riassunto:

This book presents an introduction to the theory of large deviations. Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. The mathematics is rigorous and the applications come from a wide range of areas, including elecrical engineering and DNA sequences. The second edition includes new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications have been sharpened, new exercises added, and the bibliography updated.Amir Dembo is Associate Professor of Mathematics and Statistics at Stanford University, and Professor of Electrical Engineering at the Technion-Israel Institute of Technology. He currently serves on the editorial board of the Annals of Probability.Ofer Zeitouni is Professor of Electrical Engineering at the Technion-Israel Institute of Technology. He has served on the editorial board of the IEEE Transactions on Information Theory and currently serves on the editorial board of Stochastic Processes and Applications.

Contenuti:

Introduction * LDP for Finite Dimensional Spaces * Applications-The Finite Dimensional Case * General Principles * Sample Path Large Deviations * The LDP for Abstract Empirical Measures * Applications of Empirical Meaasures LDP * Appendix