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Large Deviations
- 1st Edition, Volume 137 - June 21, 1989
- Editors: Jean-Dominique Deuschel, Daniel W. Stroock
- Language: English
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 8 7 4 5 7 - 9
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… Read more
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Request a sales quoteThe 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).
- No. of pages: 306
- Language: English
- Edition: 1
- Volume: 137
- Published: June 21, 1989
- Imprint: Academic Press
- eBook ISBN: 9780080874579
DS
Daniel W. Stroock
Affiliations and expertise
Department of Mathematics
Massachusetts Institute of TechnologyRead Large Deviations on ScienceDirect