Large Deviations and Idempotent Probability - 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 and Idempotent Probability write by Anatolii Puhalskii. This book was released on 2001-05-07. Large Deviations and Idempotent Probability available in PDF, EPUB and Kindle. In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of our understanding of the connections between the large deviation principle (LDP) and well-known methods for establishing weak
Large Deviations
Large Deviations - 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 write by Frank Hollander. This book was released on 2000. Large Deviations available in PDF, EPUB and Kindle. Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.
Large Deviations
Large Deviations - 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 write by S. R. S. Varadhan. This book was released on 2016-12-08. Large Deviations available in PDF, EPUB and Kindle. The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed. The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems.
Large Deviations
Large Deviations - 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 write by . This book was released on 1989-06-21. Large Deviations available in PDF, EPUB and Kindle. The first four chapters of this 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 allows one to test and compare techniques used in previous chapters (Chapter 6).
Large Deviations and Applications
Large Deviations 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 and Applications write by S. R. S. Varadhan. This book was released on 1984-01-31. Large Deviations and Applications available in PDF, EPUB and Kindle. Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small.
