Large Deviations Techniques and Applications
Springer Berlin (Verlag)
978-3-642-03310-0 (ISBN)
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.
Amir Dembo is a Professor of Mathematics and of Statistics at Stanford University. Ofer Zeitouni is a Professor of Mathematics at the Weizmann Institute of Science and at the University of Minnesota.
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.
| Erscheint lt. Verlag | 18.11.2009 |
|---|---|
| Reihe/Serie | Stochastic Modelling and Applied Probability |
| Zusatzinfo | XVI, 396 p. |
| Verlagsort | Berlin |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Gewicht | 597 g |
| Themenwelt | Mathematik / Informatik ► Informatik ► Theorie / Studium |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| Schlagworte | 60F10, 60E15, 60G57, 60H10, 93E10 • Abweichung (Mathematik) • area • convergence • DEX • DNA • Electrical Engineering • Field • Hardcover, Softcover / Mathematik/Sonstiges • large deviations • Mathematics • Mechanics • MSC (1991):60F10, 60E15, 60G57, 60H10, 60J15, 93E10 • Probability • Rang • Sharp • Statistics • techniques • Tool |
| ISBN-10 | 3-642-03310-5 / 3642033105 |
| ISBN-13 | 978-3-642-03310-0 / 9783642033100 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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