Description

Book Synopsis
Presents an introductory course on the methods of computing asymptotics of probabilities of rare events: the theory of large deviations. The book combines large deviation theory with basic statistical mechanics, namely Gibbs measures with their variational characterization and the phase transition of the Ising model, in a text intended for a one semester or quarter course.

Table of Contents
  • Large deviations: General theory and i.i.d. processes
  • Introductory discussion
  • The large deviation principle
  • Large deviations and asymptotics of integrals
  • Convex analysis in large deviation theory
  • Relative entropy and large deviations for empirical measures
  • Process level large deviations for i.i.d. fields
  • Statistical mechanics
  • Formalism for classical lattice systems
  • Large deviations and equilibrium statistical mechanics
  • Phase transition in the Ising model
  • Percolation approach to phase transition
  • Additional large deviation topics
  • Further asymptotics for i.i.d. random variables
  • Large deviations through the limiting generating function
  • Large deviations for Markov chains
  • Convexity criterion for large deviations
  • Nonstationary independent variables
  • Random walk in a dynamical random environment
  • Appendixes: Analysis Probability Inequalities from statistical mechanics
  • Nonnegative matrices
  • Bibliography
  • Notation index
  • Author index
  • General index

    A Course on Large Deviations with an Introduction

      Product form

      £106.20

      Includes FREE delivery

      RRP £118.00 – you save £11.80 (10%)

      Order before 4pm tomorrow for delivery by Sat 8 Aug 2026.

      A Hardback by Firas Rassoul–agha, Timo Seppalainen

      2 in stock

        Trusted by thousands of customers. See 2,385+ Customer Reviews

        View other formats and editions of A Course on Large Deviations with an Introduction by Firas Rassoul–agha

        Publisher: MP-AMM American Mathematical
        Publication Date: Publication Date: 3/30/2015 12:00:00 AM
        ISBN13: 9780821875780, 978-0821875780
        ISBN10: 0821875787

        Description

        Book Synopsis
        Presents an introductory course on the methods of computing asymptotics of probabilities of rare events: the theory of large deviations. The book combines large deviation theory with basic statistical mechanics, namely Gibbs measures with their variational characterization and the phase transition of the Ising model, in a text intended for a one semester or quarter course.

        Table of Contents
        • Large deviations: General theory and i.i.d. processes
        • Introductory discussion
        • The large deviation principle
        • Large deviations and asymptotics of integrals
        • Convex analysis in large deviation theory
        • Relative entropy and large deviations for empirical measures
        • Process level large deviations for i.i.d. fields
        • Statistical mechanics
        • Formalism for classical lattice systems
        • Large deviations and equilibrium statistical mechanics
        • Phase transition in the Ising model
        • Percolation approach to phase transition
        • Additional large deviation topics
        • Further asymptotics for i.i.d. random variables
        • Large deviations through the limiting generating function
        • Large deviations for Markov chains
        • Convexity criterion for large deviations
        • Nonstationary independent variables
        • Random walk in a dynamical random environment
        • Appendixes: Analysis Probability Inequalities from statistical mechanics
        • Nonnegative matrices
        • Bibliography
        • Notation index
        • Author index
        • General index

          Recently viewed products

          © 2026 Book Curl

            • American Express
            • Apple Pay
            • Diners Club
            • Discover
            • Google Pay
            • Maestro
            • Mastercard
            • PayPal
            • Shop Pay
            • Union Pay
            • Visa

            Login

            Forgot your password?

            Don't have an account yet?
            Create account