LARGE DEVIATIONS-TECH. & APPLICATIONS: .: . (Jones and Bartlett Books in Mathematics) - Hardcover

Dembo, Amir; Zeitouni, Ofer

 
9780867202915: LARGE DEVIATIONS-TECH. & APPLICATIONS: .: . (Jones and Bartlett Books in Mathematics)

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Synopsis

Concerned with the study of the probabilities of very rare events yes, like winning the Lottery discussion includes large deviations for finite dimensional spaces, Cramer's theorem, the Gartner-Ellis theorem, applications of the finite dimensional case, Sanov's theorem, finite state Markov chains, the Gibbs conditioning principle, Vasradhan's integ

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Dembo-Stanford Univeristy, CA

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