Description

Book Synopsis
Presents an introduction to the basic ideas of the theory of large deviations and makes a suitable package on which to base a semester-length course for advanced graduate students with a background in analysis and some probability theory. This book also covers various non-uniform results.

Table of Contents
Some examples Some generalities General Cramer theory Uniform large deviations Non-uniform results Analytic considerations Historical notes and references Name index Bibliography Frequently used notation Index.

Large Deviations

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    A Hardback by Jean–dominique Deuschel, Daniel W. Stroock

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      Book details

      Publisher American Mathematical Society
      Published 1/30/2001 12:00:00 AM
      ISBN-13 9780821827574
      978-0821827574
      ISBN-10 082182757X

      Description

      Book Synopsis
      Presents an introduction to the basic ideas of the theory of large deviations and makes a suitable package on which to base a semester-length course for advanced graduate students with a background in analysis and some probability theory. This book also covers various non-uniform results.

      Table of Contents
      Some examples Some generalities General Cramer theory Uniform large deviations Non-uniform results Analytic considerations Historical notes and references Name index Bibliography Frequently used notation Index.

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