A Course on Large Deviations with an Introduction to Gibbs Measures
American Mathematical Society (Verlag)
9780821875780 (ISBN)
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This is an introductory course on the methods of computing asymptotics of probabilities of rare events: the theory of large deviations. The book combines large deviation theory with basic statistical mechanics, namely Gibbs measures with their variational characterization and the phase transition of the Ising model, in a text intended for a one semester or quarter course.
The book begins with a straightforward approach to the key ideas and results of large deviation theory in the context of independent identically distributed random variables. This includes Cramer's theorem, relative entropy, Sanov's theorem, process level large deviations, convex duality, and change of measure arguments.
Dependence is introduced through the interactions potentials of equilibrium statistical mechanics. The phase transition of the Ising model is proved in two different ways: first in the classical way with the Peierls argument, Dobrushin's uniqueness condition, and correlation inequalities and then a second time through the percolation approach.
Beyond the large deviations of independent variables and Gibbs measures, later parts of the book treat large deviations of Markov chains, the Gartner-Ellis theorem, and a large deviation theorem of Baxter and Jain that is then applied to a nonstationary process and a random walk in a dynamical random environment.
The book has been used with students from mathematics, statistics, engineering, and the sciences and has been written for a broad audience with advanced technical training. Appendixes review basic material from analysis and probability theory and also prove some of the technical results used in the text.
Firas Rassoul-Agha, University of Utah, Salt Lake City, UT, USA. Timo Seppalainen, University of Wisconsin-Madison, WI, USA.
Large deviations: General theory and i.i.d. processes
Introductory discussion
The large deviation principle
Large deviations and asymptotics of integrals
Convex analysis in large deviation theory
Relative entropy and large deviations for empirical measures
Process level large deviations for i.i.d. fields
Statistical mechanics
Formalism for classical lattice systems
Large deviations and equilibrium statistical mechanics
Phase transition in the Ising model
Percolation approach to phase transition
Additional large deviation topics
Further asymptotics for i.i.d. random variables
Large deviations through the limiting generating function
Large deviations for Markov chains
Convexity criterion for large deviations
Nonstationary independent variables
Random walk in a dynamical random environment
Appendixes: Analysis Probability Inequalities from statistical mechanics
Nonnegative matrices
Bibliography
Notation index
Author index
General index
| Reihe/Serie | Graduate Studies in Mathematics |
|---|---|
| Verlagsort | Providence |
| Sprache | englisch |
| Maße | 178 x 254 mm |
| Gewicht | 743 g |
| Themenwelt | Mathematik / Informatik ► Mathematik |
| ISBN-13 | 9780821875780 / 9780821875780 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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