A course on large deviations with an introduction to Gibbs measures

Author(s)

• Rassoul-Agha, Firas
• Seppäläinen, Timo O.

Bibliographic Information

A course on large deviations with an introduction to Gibbs measures

Firas Rassoul-Agha, Timo Seppäläinen

（Graduate studies in mathematics, v. 162）

American Mathematical Society, c2015

Note

Includes bibliographical references (p. 299-303) and indexes

Description and Table of Contents

Description

This is an introductory course on the methods of computing asymptotics of probabilities of rare events: the theory of large deviations. The book combines large deviation theory with basic statistical mechanics, namely Gibbs measures with their variational characterization and the phase transition of the Ising model, in a text intended for a one semester or quarter course. The book begins with a straightforward approach to the key ideas and results of large deviation theory in the context of independent identically distributed random variables. This includes Cramer's theorem, relative entropy, Sanov's theorem, process level large deviations, convex duality, and change of measure arguments. Dependence is introduced through the interactions potentials of equilibrium statistical mechanics. The phase transition of the Ising model is proved in two different ways: first in the classical way with the Peierls argument, Dobrushin's uniqueness condition, and correlation inequalities and then a second time through the percolation approach. Beyond the large deviations of independent variables and Gibbs measures, later parts of the book treat large deviations of Markov chains, the Gartner-Ellis theorem, and a large deviation theorem of Baxter and Jain that is then applied to a nonstationary process and a random walk in a dynamical random environment. The book has been used with students from mathematics, statistics, engineering, and the sciences and has been written for a broad audience with advanced technical training. Appendixes review basic material from analysis and probability theory and also prove some of the technical results used in the text.

Table of Contents

Large deviations: General theory and i.i.d. processes Introductory discussion The large deviation principle Large deviations and asymptotics of integrals Convex analysis in large deviation theory Relative entropy and large deviations for empirical measures Process level large deviations for i.i.d. fields Statistical mechanics Formalism for classical lattice systems Large deviations and equilibrium statistical mechanics Phase transition in the Ising model Percolation approach to phase transition Additional large deviation topics Further asymptotics for i.i.d. random variables Large deviations through the limiting generating function Large deviations for Markov chains Convexity criterion for large deviations Nonstationary independent variables Random walk in a dynamical random environment Appendixes: Analysis Probability Inequalities from statistical mechanics Nonnegative matrices Bibliography Notation index Author index General index

by "Nielsen BookData"

Details

• NCID: BB18370667
• ISBN:
  • 9780821875780
• LCCN: 2014035275
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Providence, R.I.
• Pages/Volumes: xiv, 318 p.
• Size: 26 cm
• Classification:
  • LCC : QA273.67
  • DC23 : 519.2
• Subject Headings:
  • LCSH : Large deviations
  • LCSH : Probabilities
  • LCSH : Measure theory
• Parent Bibliography ID:
  • BA20542214