Large deviations techniques and applications
Material type:
TextLanguage: English Series: Applications of mathematics ; 38.Publication details: New York : Springer, 2010. Edition: 2nd edDescription: xvi, 396p. : ill. ; 24 cmISBN: 9783642033100Subject(s): Large deviations | Contraction principle (large deviations theory) | Dawson-Gartner theorem | Exponentially equivalent measures | Freidlin–Wentzell theorem | Statistics | Schilders theoremDDC classification: 519.22 Online resources: Table of Contents | Reviews | Electronic Version Summary: 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.
| Item type | Current library | Call number | Status | Date due | Barcode |
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SMS Library | 519.22 DEM-L (Browse shelf(Opens below)) | Available | 25188 |
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| 519.22 BIC-M Mathematical statistics :basic ideas and selected topics Vol.I | 519.22 BIC-M Mathematical statistics :basic ideas and selected topics Vol.II | 519.22 BIC-M Mathematical statistics :basic ideas and selected topics Vol.I | 519.22 DEM-L Large deviations techniques and applications | 519.22 DYM-F Fourier series and integrals | 519.22 HAS-S Statistical learning with sparsity: the lasso and generalizations | 519.22 HOG-I Introduction to mathematical statistics |
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.
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