Large Deviations Techniques and Applications

Large Deviations Techniques and Applications
Author :
Publisher : Springer Science & Business Media
Total Pages : 409
Release :
ISBN-10 : 9783642033117
ISBN-13 : 3642033113
Rating : 4/5 (17 Downloads)

Book Synopsis Large Deviations Techniques and Applications by : Amir Dembo

Download or read book Large Deviations Techniques and Applications written by Amir Dembo and published by Springer Science & Business Media. This book was released on 2009-11-03 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.


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