Large Deviations Techniques and Applications
(Sprache: Englisch)
This book provides an introduction to the theory of large deviations and applications. This softcover edition is a corrected printing of the 1998 edition.
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This book provides an introduction to the theory of large deviations and applications. This softcover edition is a corrected printing of the 1998 edition.
Klappentext zu „Large Deviations Techniques and Applications “
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.
Inhaltsverzeichnis zu „Large Deviations Techniques and Applications “
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.
Autoren-Porträt von Amir Dembo, Ofer Zeitouni
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.
Bibliographische Angaben
- Autoren: Amir Dembo , Ofer Zeitouni
- 2009, 2nd ed. Corr. pr., 396 Seiten, Maße: 15,6 x 23,6 cm, Kartoniert (TB), Englisch
- Verlag: Springer
- ISBN-10: 3642033105
- ISBN-13: 9783642033100
- Erscheinungsdatum: 18.11.2009
Sprache:
Englisch
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