Large Deviations Techniques and Applications

Large deviation estimates have proved to be a crucial tool in statistics, engineering, statistical mechanics, and applied probability. This new edition presents an introduction to the theory of large deviations, with rigorous mathematical applications from a wide range of areas, including electrical engineering and DNA sequencing.

List of contents

Introduction 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 Meaasures LDP Appendix

Product details

• Authors: Ami Dembo, Amir Dembo, Ofer Zeitouni
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Release: 01.01.1999, delayed
• EAN: 9781461253228
• ISBN: 978-1-4612-5322-8
• No. of pages: 397
• Series: Stochastic Modelling and Applied Probability; Stochastic Modelling and Appli; Stochastic Modelling and Applied Probability; Stochastic Modelling and Appli
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics