Large Deviations Techniques and Applications (Stochastic Modelling and Applied Probability) （2 Reprint）

Dembo, Amir/ Zeitouni, Ofer

Springer Nature（1999/04発売）

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製本 Paperback:紙装版/ペーパーバック版
言語 ENG
商品コード 9781461253228
DDC分類 519

Full Description

Large deviation estimates have proved to be a crucial tool in statistics, engineering, statistical mechanics, and applied probability. This new edition presents an introduction to the theory of large deviations, with rigorous mathematical applications from a wide range of areas, including electrical engineering and DNA sequencing.

Introduction * 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 Meaasures LDP * Appendix