Large Deviations Techniques and Applications

A. Dembo and O. Zeitouni

Publisher:

Springer

Publication Date:

2009

Number of Pages:

396

Format:

Paperback

Edition:

Series:

Applications of Mathematics 38

Price:

39.95

ISBN:

9783642033100

Category:

Monograph

MAA Review
Table of Contents

We do not plan to review this book.

Preface to the second edition.- Preface to the first edition.- Introduction.- LDP for Finite Dimensional Space.- Applications - The Finite Dimensional Case.- General Principles.- Sample Path Large Deviations.- The LDP for Abstract Empirical Measures.- Applications of Empirical Measures LDP.- Appendices.- Bibliography.- General Conventions.- Index of Notation.- Index.

Tags:

Stochastic Processes