Large Deviations Techniques and Applications
The theory of large deviations deals with the evaluation, for a family of probability measures parameterized by a real valued variable, of the probabilities of events which decay exponentially in the parameter. Originally developed in the context of statistical mechanics and of (random) dynamical sy...
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2010.
Cham : Springer Nature |
| Udgivelse: | Corrected printing of the 1998 edition. |
| Serier: | Stochastic Modelling and Applied Probability
38 |
| Fag: | |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Large deviations techniques and applications, Amir Dembo, Ofer Zeitouni, Corrected printing of the 1998 edition, 2010, New York, Springer, 1 vol. (XVI-396 p.), Stochastic modelling and applied probability, 978-3-642-03310-0 |
Indholdsfortegnelse:
- LDP for Finite Dimensional Spaces
- Applications-The Finite Dimensional Case
- General Principles
- Sample Path Large Deviations
- The LDP for Abstract Empirical Measures
- Applications of Empirical Measures LDP.