LARGE DEVIATIONS by Frank Hollander ( 9780821844359 ) - Books & Audio Books at Pickabook.co.uk

Item Details

Title:

LARGE DEVIATIONS

By:

Frank Hollander

Format:

Paperback

List price:

£58.00

Our price:

£52.20

Discount:

10% off

You save:

£5.80

ISBN 10:

0821844350

ISBN 13:

9780821844359

Availability:

Usually dispatched within 1-3 weeks.

Delivery rates

Stock:

Currently 0 available

Publisher:

AMERICAN MATHEMATICAL SOCIETY

Pub. date:

15 June, 2008

Series:

Fields Institute Monographs No. 14

Pages:

146

Description:

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.

Synopsis:

This volume offers an introduction to large deviations. It is divided into two parts: theory and applications. Basic large deviation theorems are presented for i.i.d. sequences, Markov sequences, and sequences with moderate dependence. The rate function is computed explicitly. The theory is explained without too much emphasis on technicalities. Also included is an outline of general definitions and theorems. The goal is to expose the unified theme that gives large deviation theory its overall structure, which can be made to work in many concrete cases. The section on applications focuses on recent work in statistical physics and random media. This book contains 60 exercises (with solutions) that should elucidate the content and engage the reader. Prerequisites for the book are a strong background in probability and analysis and some knowledge of statistical physics. It would make an excellent textbook for a special topics course in large deviations.

Illustrations:

Illustrations

Publication:

Imprint:

American Mathematical Society

Returns:

Returnable

Some other items by this author:

LARGE DEVIATIONS (HB)

RANDOM POLYMERS (PB)