LARGE DEVIATIONS by Jean-Dominique Denschel, Daniel W. Stroock, Jean-Dominique Deuschel ( 9780821827574 )

Item Details

Title:

LARGE DEVIATIONS

By:

Jean-Dominique Denschel, Daniel W. Stroock, Jean-Dominique Deuschel

Format:

Hardback

List price:

£61.00

Our price:

£59.17

Discount:

3% off

You save:

£1.83

ISBN 10:

082182757X

ISBN 13:

9780821827574

Availability:

Usually dispatched within 1-3 weeks.

Delivery rates

Stock:

Currently 0 available

Publisher:

AMERICAN MATHEMATICAL SOCIETY

Pub. date:

15 January, 2001

Series:

AMS Chelsea Publishing 342.H

Pages:

342

Description:

Presents an introduction to the basic ideas of the theory of large deviations and makes a suitable package on which to base a semester-length course for advanced graduate students with a background in analysis and some probability theory. This book also covers various non-uniform results.

Synopsis:

This is the second printing of the book first published in 1988. The first four chapters of the 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).

Publication:

Imprint:

American Mathematical Society

Returns:

Returnable

Some other items by this author:

A CONCISE INTRODUCTION TO ANALYSIS (PB)

A CONCISE INTRODUCTION TO INTEGRATION THEORY (HB)

A CONCISE INTRODUCTION TO THE THEORY OF INTEGRATION (HB)

AN INTRODUCTION TO MARKOV PROCESSES (HB)

AN INTRODUCTION TO MARKOV PROCESSES (PB)

AN INTRODUCTION TO THE ANALYSIS OF PATHS ON A RIEMANNIAN MANIFOLD (PB)