Large Deviations Techniques and Applications, 2nd edition

Dembo, Amir; Zeitouni, Ofer

ISBN 10: 0387984062 / ISBN 13: 9780387984063

Editore: Secaucus, New Jersey, U.S.A.: Springer Verlag, 1998

Riguardo questo articolo

**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 go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service.

Codice articolo ABE-13470379286

Dati bibliografici

• Titolo: Large Deviations Techniques and Applications, 2nd edition
• Editore: Secaucus, New Jersey, U.S.A.: Springer Verlag
• Data di pubblicazione: 1998
• Lingua: Inglese
• ISBN 10: 0387984062
• ISBN 13: 9780387984063
• Rilegatura: Soft cover
• Edizione: International Edition
• Condizione: New
• Condizione della sovraccoperta: New

Descrizione articolo

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