Large deviations and applications
Material type:
TextPublication details: Philadelphia: SIAM, [c1984]Description: 71 pISBN: 9780898711899LOC classification: QA273.67
Contents:
1. Introduction
2. Large Deviations
3. Cramér's Theorem
4. Multidimensional Version of Cramér's Theorem
5. An Infinite Dimensional Example: Brownian Motion
6. The Ventcel—Freidlin Theory
7. The Exit Problem
8. Empirical Distributions
9. The Large Deviation Problem for Empirical Distributions of Markov Processes
10. Some Properties of Entropy
11. Upper Bounds
12. Lower Bounds
13. Contraction Principle
14. Application to the Problem of the Wiener Sausage
15. The Polaron Problem
16. Bibliographical Remarks
| Item type | Current library | Collection | Shelving location | Call number | Status | Notes | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|---|
Book
|
ICTS | Mathematic | Rack No 5 | QA273.67 (Browse shelf (Opens below)) | Available | Billno:7242368717; Billdate: 2017-11-08 | 00786 |
Total holds: 0
1. Introduction
2. Large Deviations
3. Cramér's Theorem
4. Multidimensional Version of Cramér's Theorem
5. An Infinite Dimensional Example: Brownian Motion
6. The Ventcel—Freidlin Theory
7. The Exit Problem
8. Empirical Distributions
9. The Large Deviation Problem for Empirical Distributions of Markov Processes
10. Some Properties of Entropy
11. Upper Bounds
12. Lower Bounds
13. Contraction Principle
14. Application to the Problem of the Wiener Sausage
15. The Polaron Problem
16. Bibliographical Remarks
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