This volume offers an introduction to large deviations. It is
divided into two parts: theory and applications. Basic large
deviation theorems are presented for i.i.d. sequences, Markov
sequences, and sequences with moderate dependence. The rate
function is computed explicitly. The theory is explained without
too much emphasis on technicalities. Also included is an outline of
general definitions and theorems. The goal is to expose the unified
theme that gives large deviation theory its overall structure,
which can be made to work in many concrete cases. The section on
applications focuses on recent work in statistical physics and
random media. This book contains 60 exercises (with solutions) that
should elucidate the content and engage the reader. Prerequisites
for the book are a strong background in probability and analysis
and some knowledge of statistical physics. It would make an
excellent textbook for a special topics course in large deviations.
General
Imprint: |
American Mathematical Society
|
Country of origin: |
United States |
Series: |
Fields Institute Monographs |
Release date: |
June 2008 |
Authors: |
Frank den Hollander
|
Dimensions: |
251 x 176 x 9mm (L x W x T) |
Format: |
Paperback
|
Pages: |
146 |
ISBN-13: |
978-0-8218-4435-9 |
Categories: |
Books
|
LSN: |
0-8218-4435-0 |
Barcode: |
9780821844359 |
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