ENGLISH

Large deviations

By Jean-Dominique Deuschel , Daniel W. Stroock

Book information

Publisher
Academic Press
Year
1989
ISBN
0122131509, 9780122131509, 9780080874579
LCC
QA3 .P8 vol. 137,QA273.67 .P8 vol. 137
Language
english
Format
DJVU
Filesize
2 MB (1840137 bytes)
Series
Pure and applied mathematics 137
Edition
Rev Sub
Pages
329\329
Topic
Mathematics\\Probability
Library
Kolxo3
DPI
300
Time added
2009-12-04 00:34:26

Description

This is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length course for advanced graduate students with a strong background in analysis and some probability theory. A large selection of exercises presents important material and many applications. The last two chapters present various non-uniform results (Chapter 5) and outline the analytic approach that allows one to test and compare techniques used in previous chapters (Chapter 6).

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