Large Deviations Techniques And Applications

Download or read book Large Deviations Techniques and Applications written by Amir Dembo and published by Springer Science & Business Media. This book was released on 2009-11-03 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.

Download or read book Large Deviations written by Frank Hollander and published by American Mathematical Soc.. This book was released on 2000 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Large Deviations and Applications written by S. R. S. Varadhan and published by SIAM. This book was released on 1984-01-31 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small.

Download or read book Large Deviations in Physics written by Angelo Vulpiani and published by Springer. This book was released on 2014-05-16 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reviews the basic ideas of the Law of Large Numbers with its consequences to the deterministic world and the issue of ergodicity. Applications of Large Deviations and their outcomes to Physics are surveyed. The book covers topics encompassing ergodicity and its breaking and the modern applications of Large deviations to equilibrium and non-equilibrium statistical physics, disordered and chaotic systems, and turbulence.

Download or read book Large Deviations for Stochastic Processes written by Jin Feng and published by American Mathematical Soc.. This book was released on 2006 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are de

Download or read book Large Deviations written by Jean-Dominique Deuschel and published by American Mathematical Soc.. This book was released on 2001 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).

Download or read book Large Deviations and Idempotent Probability written by Anatolii Puhalskii and published by CRC Press. This book was released on 2001-05-07 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of our understanding of the connections between the large deviation principle (LDP) and well-known methods for establishing weak