TY  - BOOK
AU  - Dembo,Amir
AU  - Zeitouni,Ofer
TI  - Large deviations techniques and applications
T2  - Applications of mathematics
SN  - 9783642033100
U1  - 519.22 
PY  - 2010///
CY  - New York
PB  - Springer
KW  - Large deviations
KW  - Contraction principle (large deviations theory)
KW  - Dawson-Gartner theorem
KW  - Exponentially equivalent measures
KW  - Freidlin–Wentzell theorem
KW  - Statistics
KW  - Schilders theorem
N1  - Includes bibliographical references (p. 363-384) and indexes
N2  - 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
UR  - https://link.springer.com/book/10.1007/978-3-642-03311-7#toc
UR  - https://www.goodreads.com/book/show/2787439-large-deviations-techniques-and-applications?from_search=true&from_srp=true&qid=vZg8ArJX20&rank=1#CommunityReviews
UR  - https://link.springer.com/book/10.1007/978-3-642-03311-7
ER  -