Large deviations techniques and applications Amir Dembo, Ofer Zeitouni. Applications of Mathematics 38; Applications of mathematics 38.

Dembo, Amir:

ISBN 10: 0387984062 / ISBN 13: 9780387984063

Editore: New York, Springer [1998]., 1998

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Dati bibliografici

• Titolo: Large deviations techniques and applications Amir Dembo, Ofer Zeitouni. Applications of Mathematics 38; Applications of mathematics 38.
• Editore: New York, Springer [1998].
• Data di pubblicazione: 1998
• Lingua: Francese
• ISBN 10: 0387984062
• ISBN 13: 9780387984063
• Rilegatura: Hardcover
• Edizione: seconda edizione
• Cataloghi dei venditori:
  • SA MATHEMATIK

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