Large Deviations
$115.22
- Paperback
104 pages
- Release Date
1 November 2016
Summary
The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites…
Book Details
| ISBN-13: | 9780821840863 |
|---|---|
| ISBN-10: | 082184086X |
| Author: | S.R.S. Varadhan |
| Publisher: | American Mathematical Society |
| Imprint: | American Mathematical Society |
| Format: | Paperback |
| Number of Pages: | 104 |
| Release Date: | 1 November 2016 |
| Weight: | 217g |
| Dimensions: | 254mm x 178mm |
| Series: | Courant Lecture Notes |
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What They're Saying
Critics Review
This book is a good source for advanced graduate students and researchers who wish to learn how large deviations appear in questions of probability and statistical physics that are not directly formulated in such terms, as well as several techniques for proving LDPs in concrete situations.” — Max Fathi, Mathematical Reviews
About The Author
S.R.S. Varadhan
S.R.S. Varadhan, Courant Institute of Mathematical Sciences, New York, NY.
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