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A Course on Large Deviations With an Introduction to Gibbs Measures (Graduate Studies in Mathematics)
Firas Rassoul-Agha
€ 137.02
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Description for A Course on Large Deviations With an Introduction to Gibbs Measures (Graduate Studies in Mathematics)
Hardcover. Series: Graduate Studies in Mathematics. Num Pages: 314 pages. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 263 x 188 x 24. Weight in Grams: 740.
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 Cramer's theorem, relative entropy, Sanov's theorem, process level large deviations, convex duality, and change ... Read more
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 Cramer's theorem, relative entropy, Sanov's theorem, process level large deviations, convex duality, and change ... Read more
Product Details
Publisher
American Mathematical Society
Format
Hardback
Publication date
2015
Series
Graduate Studies in Mathematics
Condition
New
Weight
739g
Number of Pages
314
Place of Publication
Providence, United States
ISBN
9780821875780
SKU
V9780821875780
Shipping Time
Usually ships in 5 to 9 working days
Ref
99-3
About Firas Rassoul-Agha
Firas Rassoul-Agha, University of Utah, Salt Lake City, UT, USA. Timo Seppalainen, University of Wisconsin-Madison, WI, USA.
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