Description

Book Synopsis
Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.

Table of Contents
Theory: Large deviations for i.i.d. sequences: Part 1 Large deviations for i.i.d. sequences: Part 2 General theory Large deviations for Markov sequences Large deviations for dependent sequences Applications: Statistical hypothesis testing Random walk in random environment Heat conduction with random sources and sinks Polymer chains Interacting diffusions Solutions to the exercises Bibliography Index Glossary of symbols Errata.

Large Deviations

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    A Paperback by Frank Den Hollander

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      Publisher: MP-AMM American Mathematical
      Publication Date: Publication Date: 6/30/2008 12:00:00 AM
      ISBN13: 9780821844359, 978-0821844359
      ISBN10: 0821844350

      Description

      Book Synopsis
      Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.

      Table of Contents
      Theory: Large deviations for i.i.d. sequences: Part 1 Large deviations for i.i.d. sequences: Part 2 General theory Large deviations for Markov sequences Large deviations for dependent sequences Applications: Statistical hypothesis testing Random walk in random environment Heat conduction with random sources and sinks Polymer chains Interacting diffusions Solutions to the exercises Bibliography Index Glossary of symbols Errata.

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