Large Deviations Techniques and Applications

• Κύριοι συγγραφείς: Dembo, Amir (Συγγραφέας), Zeitouni, Ofer (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
• Σειρά: Stochastic Modelling and Applied Probability, 38
• Θέματα: 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...

Πίνακας περιεχομένων:

• 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.