Large Deviations

Jean-Dominique Deuschel, Daniel W. Stroock

283 pages, parution le 01/05/2001 (2^eme édition)

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Résumé

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).

Contents

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

L'auteur - Daniel W. Stroock

Daniel W. Stroock is a Simons Professor of Mathematics at the Massachusetts Institute of Technology and the author of several books, including A Concise Introduction to the Theory of Integration and Probability Theory, an Analytic View.

Caractéristiques techniques

	PAPIER
Éditeur(s)	American Mathematical Society (AMS)
Auteur(s)	Jean-Dominique Deuschel, Daniel W. Stroock
Parution	01/05/2001
Édition	2^eme édition
Nb. de pages	283
Format	18 x 26
Couverture	Relié
Poids	740g
Intérieur	Noir et Blanc
EAN13	9780821827574
ISBN13	978-0-8218-2757-4