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Large Deviations
S.R.S. Varadhan
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Description for Large Deviations
Paperback. "Courant Institute of Mathematical Sciences." Series: Courant Lecture Notes. Num Pages: 104 pages. BIC Classification: PBT; PBWL. Category: (G) General (US: Trade). Dimension: 254 x 178. .
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2016
Publisher
American Mathematical Society United States
Number of pages
104
Condition
New
Series
Courant Lecture Notes
Number of Pages
104
Place of Publication
Providence, United States
ISBN
9780821840863
SKU
V9780821840863
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-3
About S.R.S. Varadhan
S.R.S. Varadhan, Courant Institute of Mathematical Sciences, New York, NY.
Reviews for Large Deviations
This book is a good source for advanced graduate students and researchers who wish to learn how large deviations appear in questions of probability and statistical physics that are not directly formulated in such terms, as well as several techniques for proving LDPs in concrete situations." — Max Fathi, Mathematical Reviews