Large deviations techniques and applications
著者
書誌事項
Large deviations techniques and applications
（Applications of mathematics, 38）
Springer, c2009
2nd ed
- : soft cover
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注記
Includes bibliographical references (p. 363-384) and indexes
"Corrected printing of the 1998 edition"
内容説明・目次
内容説明
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.
The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.
目次
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.
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