Large Deviations Techniques and Applications

• Main Authors: Dembo, Amir. (Author), Zeitouni, Ofer. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
• Series: Stochastic Modelling and Applied Probability, 38
• Subjects: Mathematics.; Systems theory.; Distribution (Probability theory).; Systems Theory, Control.; Probability Theory and Stochastic Processes.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-03311-7

The theory of large deviations deals with the evaluation, for a family of probability measures parameterized by a real valued variable, of the probabilities of events which decay exponentially in the parameter. Originally developed in the context of statistical mechanics and of (random) dynamical sy...

Table of Contents:

• Preface to the second edition
• Preface to the first edition
• Introduction
• LDP for Finite Dimensional Space
• Applications - The Finite Dimensional Case
• General Principles
• Sample Path Large Deviations
• The LDP for Abstract Empirical Measures
• Applications of Empirical Measures LDP
• Appendices
• Bibliography
• General Conventions
• Index of Notation
• Index.