Large Deviations Techniques and Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Large Deviations Techniques and Applications write by Amir Dembo. This book was released on 2009-11-03. Large Deviations Techniques and Applications available in PDF, EPUB and Kindle. 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.
Large Deviations for Additive Functionals of Markov Chains
Large Deviations for Additive Functionals of Markov Chains - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Large Deviations for Additive Functionals of Markov Chains write by Alejandro D. de Acosta. This book was released on 2014-03-05. Large Deviations for Additive Functionals of Markov Chains available in PDF, EPUB and Kindle.
An Introduction to Markov Processes
An Introduction to Markov Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Introduction to Markov Processes write by Daniel W. Stroock. This book was released on 2005-03-30. An Introduction to Markov Processes available in PDF, EPUB and Kindle. Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory Leads the reader to a rigorous understanding of basic theory
Large Deviations in Physics
Large Deviations in Physics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Large Deviations in Physics write by Angelo Vulpiani. This book was released on 2014-05-16. Large Deviations in Physics available in PDF, EPUB and Kindle. This book reviews the basic ideas of the Law of Large Numbers with its consequences to the deterministic world and the issue of ergodicity. Applications of Large Deviations and their outcomes to Physics are surveyed. The book covers topics encompassing ergodicity and its breaking and the modern applications of Large deviations to equilibrium and non-equilibrium statistical physics, disordered and chaotic systems, and turbulence.
A Course on Large Deviations with an Introduction to Gibbs Measures
A Course on Large Deviations with an Introduction to Gibbs Measures - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook A Course on Large Deviations with an Introduction to Gibbs Measures write by Firas Rassoul-Agha. This book was released on 2015-03-12. A Course on Large Deviations with an Introduction to Gibbs Measures available in PDF, EPUB and Kindle. 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 Cramér'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 Gärtner-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.
