Large deviations
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This volume offers an introduction to large deviations. It is divided into two parts: theory and applications. Basic large deviation theorems are presented for i.i.d. sequences, Markov sequences, and sequences with moderate dependence. The rate function is computed explicitly.
Read More ↓Title Statements
- Full title :Large deviations / Frank den Hollander.
Summary
This volume offers an introduction to large deviations. It is divided into two parts: theory and applications. Basic large deviation theorems are presented for i.i.d. sequences, Markov sequences, and sequences with moderate dependence. The rate function is computed explicitly.
Read More ↓Edition Statements
- Publication Date:©2000.
Publication Statements
- Publisher(s):American mathematical Society
- Place of Publication:Providence, RI
- Language:eng
- Publication Date:©2000.
The Physical Object
- Description:x, 143 pages : : illustrations ; : 27 cm.
Edition Identifiers
- ISBN:0821819895, 9780821819890, 9780821844359, 0821844350
- oclc:ocm42921342
- LC Classification:QA273.67
- Dewey Decimal:519.5/34
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