Large Deviations by Frank Den Hollander

Large Deviations by Frank Den Hollander

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. The theory is explained without too much emphasis on technicalities. Also included is an outline of general definitions and theorems. The goal is to expose the unified theme that gives large deviation theory its overall structure, which can be made to work in many concrete cases. The section on applications focuses on recent work in statistical physics and random media. This book contains 60 exercises (with solutions) that should elucidate the content and engage the reader. Prerequisites for the book are a strong background in probability and analysis and some knowledge of statistical physics. It would make an excellent textbook for a special topics course in large deviations.

SKU	Unavailable
ISBN 13	9780821844359
ISBN 10	0821844350
Title	Large Deviations
Author	Frank Den Hollander
Series	Fields Institute Monographs
Condition	Unavailable
Binding Type	Paperback
Publisher	American Mathematical Society
Year published	2008-06-30
Number of pages	146
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.