Large Deviations - 1st Edition - ISBN: 9780122131509, 9780080874579

Large Deviations, Volume 137

1st Edition

Series Editors: Jean-Dominique Deuschel Daniel Stroock
eBook ISBN: 9780080874579
Imprint: Academic Press
Published Date: 28th May 1989
Page Count: 306
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Description

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).

Details

No. of pages:
306
Language:
English
Copyright:
© Academic Press 1984
Published:
Imprint:
Academic Press
eBook ISBN:
9780080874579

Ratings and Reviews

About the Series Editors

Jean-Dominique Deuschel Series Editor

Daniel Stroock Series Editor

Affiliations and Expertise

Department of Mathematics Massachusetts Institute of Technology

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