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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      Book details

      Publisher American Mathematical Society
      Published 6/30/2008 12:00:00 AM
      ISBN-13 9780821844359
      978-0821844359
      ISBN-10 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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