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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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.
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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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Produktdetaljer

ISBN
9780821827574
Publisert
2001-01-30
Utgiver
Vendor
American Mathematical Society
Vekt
760 gr
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
342

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