Large deviations techniques and applications
Dembo, Amir.
Large deviations techniques and applications - 2nd ed. - New York : Springer, 2010. - xvi, 396p. : ill. ; 24 cm. - Applications of mathematics ; 38. .
Includes bibliographical references (p. 363-384) and indexes.
Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences.
The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.
9783642033100
Large deviations.
Contraction principle (large deviations theory)
Dawson-Gartner theorem
Exponentially equivalent measures
Freidlin–Wentzell theorem
Statistics
Schilders theorem
519.22 / DEM-L
Large deviations techniques and applications - 2nd ed. - New York : Springer, 2010. - xvi, 396p. : ill. ; 24 cm. - Applications of mathematics ; 38. .
Includes bibliographical references (p. 363-384) and indexes.
Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences.
The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.
9783642033100
Large deviations.
Contraction principle (large deviations theory)
Dawson-Gartner theorem
Exponentially equivalent measures
Freidlin–Wentzell theorem
Statistics
Schilders theorem
519.22 / DEM-L
