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Large Deviations

Probability and Statistics -> Large DeviationsSearch on Amazon


Large deviations for stochastic processes
Author: By Jin Feng and Thomas G. Kurtz  Language:
Contents: Introduction; Overview; Large deviations and exponential tightness; Large deviations for stochastic processes; Large deviations for Markov processes and nonlinear semigroup convergence; La . . . . .
Large Deviations
Author: Dembo and Zeitouni  Language:
Large Deviations Techniques and Applications'' by Dembo and Zeitouni as text, from which we post Chapter 2 Chapter 4 Chapter 5 and Sections 6.1,6.2.
The large deviation approach to statistical mechanics
Author: Hugo Touchette  Language:
The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including st . . . . .

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