rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Large Deviations Techniques and Applications
  name:
    name part: Dembo, Amir.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Zeitouni, Ofer.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2010
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XVI, 396 p. online resource.
  abstract: 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 systems, it proved to be a powerful tool in the analysis of systems where the combined effects of random perturbations lead to a behavior significantly different from the noiseless case. The volume complements the central elements of this theory with selected applications in communication and control systems, bio-molecular sequence analysis, hypothesis testing problems in statistics, and the Gibbs conditioning principle in statistical mechanics. Starting with the definition of the large deviation principle (LDP), the authors provide an overview of large deviation theorems in ${{\rm I\!R}}^d$ followed by their application. In a more abstract setup where the underlying variables take values in a topological space, the authors provide a collection of methods aimed at establishing the LDP, such as transformations of the LDP, relations between the LDP and Laplace's method for the evaluation for exponential integrals, properties of the LDP in topological vector spaces, and the behavior of the LDP under projective limits. They then turn to the study of the LDP for the sample paths of certain stochastic processes and the application of such LDP's to the problem of the exit of randomly perturbed solutions of differential equations from the domain of attraction of stable equilibria. They conclude with the LDP for the empirical measure of (discrete time) random processes: Sanov's theorem for the empirical measure of an i.i.d. sample, its extensions to Markov processes and mixing sequences and their application. The present soft cover edition is a corrected printing of the 1998 edition. Amir Dembo is a Professor of Mathematics and of Statistics at Stanford University. Ofer Zeitouni is …
  table of contents: 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 Measures LDP.
  note: by Amir Dembo, Ofer Zeitouni.
  subject:
    topic: Mathematics
  subject:
    topic: System theory
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Systems Theory, Control
  subject:
    topic: Probability Theory and Stochastic Processes
  classification: Q295
  classification: QA402.3-402.37
  classification: 519
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Stochastic Modelling and Applied Probability, 38
  identifier: 9783642033117
  identifier: http://dx.doi.org/10.1007/978-3-642-03311-7
  record info:
    record creation date: 100301
    record change date: 20151204173110.0
    record identifier: 978-3-642-03311-7