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Large deviations

This is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length...

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Detalles Bibliográficos
Autores principales: Deuschel, Jean-Dominique, Stroock, Daniel W
Lenguaje:eng
Publicado: American Mathematical Society 2001
Materias:
Acceso en línea:http://cds.cern.ch/record/2264117
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author Deuschel, Jean-Dominique
Stroock, Daniel W
Deuschel, Jean-Dominique
author_facet Deuschel, Jean-Dominique
Stroock, Daniel W
Deuschel, Jean-Dominique
author_sort Deuschel, Jean-Dominique
collection CERN
description This is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length course for advanced graduate students with a strong background in analysis and some probability theory. A large selection of exercises presents important material and many applications. The last two chapters present various non-uniform results (Chapter 5) and outline the analytic approach that allow
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institution Organización Europea para la Investigación Nuclear
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publishDate 2001
publisher American Mathematical Society
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spelling cern-22641172021-04-21T19:13:44Zhttp://cds.cern.ch/record/2264117engDeuschel, Jean-DominiqueStroock, Daniel WDeuschel, Jean-DominiqueLarge deviationsMathematical Physics and MathematicsThis is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length course for advanced graduate students with a strong background in analysis and some probability theory. A large selection of exercises presents important material and many applications. The last two chapters present various non-uniform results (Chapter 5) and outline the analytic approach that allowAmerican Mathematical Societyoai:cds.cern.ch:22641172001
spellingShingle Mathematical Physics and Mathematics
Deuschel, Jean-Dominique
Stroock, Daniel W
Deuschel, Jean-Dominique
Large deviations
title Large deviations
title_full Large deviations
title_fullStr Large deviations
title_full_unstemmed Large deviations
title_short Large deviations
title_sort large deviations
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2264117
work_keys_str_mv AT deuscheljeandominique largedeviations
AT stroockdanielw largedeviations
AT deuscheljeandominique largedeviations