Large Deviations (American Mathematics Society non-series title) (AMS Chelsea Publishing) - Hardcover

Deuschel, Jean-Dominique; Stroock, Daniel W.

Hardcover

ISBN 10: 082182757X ISBN 13: 9780821827574

Publisher: American Mathematical Society, 2001

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).

About this edition

• Publisher: American Mathematical Society
• Publication date: 2001
• ISBN 10: 082182757X
• ISBN 13: 9780821827574
• Binding: Hardcover
• Number of pages: 342