Large Deviations Techniques and Applications

Large Deviations Techniques and Applications ebook full in format Pdf, ePub, and Kindle. Large Deviations Techniques and Applications by Amir Dembo,Ofer Zeitouni, published by Springer Science & Business Media on 2009-11-03 with 576 pages. Large Deviations Techniques and Applications is one of popular Science books from many other full book on amazon kindle unlimited, click Get Book to start reading and download books online free now. Get more advantages with Kindle Unlimited Free trial, you can read as many books as you want now.

  • Large Deviations Techniques and Applications

  • Author : Amir Dembo,Ofer Zeitouni
  • Publisher : Springer Science & Business Media
  • ISBN :
  • Genre : Science
  • Number of Pages : 396
  • Publish Date : 2009-11-03
  • Ratings: 4.5
    By 2 Readers

Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.

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 semes ...

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The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions fo ...

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The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions fo ...

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"Et moi ... - si j'avait su comment en revenir. One service mathematics has rendered the je n'y serais poin t aile.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dust ...

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The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant In ...

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This book reviews the basic ideas of the Law of Large Numbers with its consequences to the deterministic world and the issue of ergodicity. Applications of Large Deviations and their outcomes to Physics are surveyed. The book ...

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This book has two main topics: large deviations and equilibrium statistical mechanics. I hope to convince the reader that these topics have many points of contact and that in being treated together, they enrich each other. En ...

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In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of o ...

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Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finan ...

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This volume contains the proceedings of the semester-long special program on Hyperbolic Dynamics, Large Deviations and Fluctuations, which was held from January-June 2013, at the Centre Interfacultaire Bernoulli, École Polyt ...

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Originally published in 1995, Large Deviations for Performance Analysis consists of two synergistic parts. The first half develops the theory of large deviations from the beginning, through recent results on the theory for pr ...

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Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of large deviations, one of the most dynamic topics inprobability toda ...

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This is an introductory course on the methods of computing asymptotics of probabilities of rare events: the theory of large deviations. The book combines large deviation theory with basic statistical mechanics, namely Gibbs m ...

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This volume covers the proceedings of the 1984 AMS Summer Research Conference. 'The Mathematics of Phase Transitions' provides a handy summary of results from some of the most exciting areas in probability theory today; inter ...

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This book addresses the emerging body of literature on the study of rare events in random graphs and networks. For example, what does a random graph look like if by chance it has far more triangles than expected? Until recent ...

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From the reviews: "... Each chapter of the book is followed by a notes section and by a problems section. There are over 100 problems, many of which have hints. The book may be recommended as a text, it provides a completly s ...

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For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely—even as a broad macroeconomic relationship applying to daily or weekly data. Not only have CIP de ...

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Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Mo ...

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This book is mainly based on the Cramir--Chernoff renowned theorem, which deals with the 'rough' logarithmic asymptotics of the distribution of sums of independent, identically distributed random variables. The authors approa ...

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These notes are based on a course which I gave during the academic year 1983-84 at the University of Colorado. My intention was to provide both my audience as well as myself with an introduction to the theory of 1arie deviati ...

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In a WorldÄ Where OPTIMUS PRIME Never Died! One would stand and one would fallÄ and we all know OPTIMUS PRIME fell. But how would history have played out if he hadn't? Would the AUTOBOTS have still stood triumphant in their ...

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Given a symmetric random walk in ${\mathbb Z}^2$ with finite second moments, let $R_n$ be the range of the random walk up to time $n$. The authors study moderate deviations for $R_n -{\mathbb E}R_n$ and ${\mathbb E}R_n -R_n$. ...

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This book puts together recent theoretical developments in prosodic phonology by leading specialists and presents language particular investigations on the morphosyntax-phonology interface by expert linguists working on diver ...

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In recent years the significance of Gaussian processes to communication networks has grown considerably. The inherent flexibility of the Gaussian traffic model enables the analysis, in a single mathematical framework, of syst ...

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The material covered in this book involves important and non-trivial results in contemporary probability theory motivated by polymer models, as well as other topics of importance in physics and chemistry. The development care ...

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A devoted fascist changes her mind and her life after witnessing the horrors of the Holocaust First published in Italy in 1979, Luce D’Eramo’s Deviation is a seminal work in Holocaust literature. It is a book that not onl ...

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The canonical way to establish the central limit theorem for i.i.d. random variables is to use characteristic functions and Lévy’s continuity theorem. This monograph focuses on this characteristic function approach and pre ...

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The aim of this monograph is to present a general method of proving continuity of Lyapunov exponents of linear cocycles. The method uses an inductive procedure based on a general, geometric version of the Avalanche Principle. ...

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‘I have rarely seen modern marriage reproduced so faithfully in print. It’s about love once the early romance has subsided. Hilarious’ Jojo Moyes, Woman and Home ‘Standard Deviation is a marvel’ Kate Atkinson ‘Add ...

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The tools of Quantitative Techniques are essential for every Commerce and Management student of the modern business world. This book is designed according to the syllabus of MBA/PGDBA course students. ...

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1.Statistics : Meaning, Nature and Limitations, 2 .Statistics : Scope and Importance, 3.Statistical Investigation, 4.Types and Collection of Data, 5.Questionnaire and Schedule, 6.Sample Survey, 7.Editing of Collected Data, 8. ...

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S. Chand’s Mathematics books for Classes IX and X are completely based on CCE pattern of CBSE. The book for Term I covers the syllabus from April to September and the book for Term II covers the syllabus from October to Mar ...

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This book provides an excellent reference guide to basic theoretical arguments, practical quantitative techniques and the methodologies that the majority of social science researchers are likely to require for postgraduate st ...

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Although the field of quantitative genetics - the study of the genetic basis of variation in quantitative characteristics such as body size, or reproductive success - is almost 100 years old, its application to the study of e ...

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