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Large Deviations Techniques and Applications
The theory of large deviations deals with the evaluation, for a family of probability measures parameterized by a real valued variable, of the probabilities of events which decay exponentially in the parameter. Originally developed in the context of statistical mechanics and of (random) dynamical sy...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2010.
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| Edición: | 2nd ed. 2010. |
| Colección: | Stochastic Modelling and Applied Probability,
38 |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- LDP for Finite Dimensional Spaces
- Applications-The Finite Dimensional Case
- General Principles
- Sample Path Large Deviations
- The LDP for Abstract Empirical Measures
- Applications of Empirical Measures LDP.