Large Deviations Techniques and Applications

• Main Authors: Dembo, Amir (Author), Zeitouni, Ofer (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
• Series: Stochastic Modelling and Applied Probability, 38
• Subjects: Mathematics.; System theory.; Probabilities.; Systems Theory, Control.; Probability Theory and Stochastic Processes.

The theory of large deviations deals with the evaluation, for a family of probability measures parameterized by a real valued variable, of the probabilities of events which decay exponentially in the parameter. Originally developed in the context of statistical mechanics and of (random) dynamical sy...