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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Dembo, Amir (Author), Zeitouni, Ofer (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2010.
Edition:2nd ed. 2010.
Series:Stochastic Modelling and Applied Probability, 38
Subjects:
System theory.
Control theory.
Probabilities.
Systems Theory, Control .
Probability Theory.
Online Access:Texto Completo
Table of Contents:
  • 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.

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