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
View all volumes in this series: Pure and Applied Mathematics
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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:
- 28th May 1989
- 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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