The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed.
The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems.
"Sinopsis" puede pertenecer a otra edición de este libro.
S.R.S. Varadhan, Courant Institute of Mathematical Sciences, New York, NY.
"Sobre este título" puede pertenecer a otra edición de este libro.
EUR 17,08 gastos de envío desde Estados Unidos de America a España
Destinos, gastos y plazos de envíoEUR 2,00 gastos de envío desde Irlanda a España
Destinos, gastos y plazos de envíoLibrería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Condición: New. "Courant Institute of Mathematical Sciences." Series: Courant Lecture Notes. Num Pages: 104 pages. BIC Classification: PBT; PBWL. Category: (G) General (US: Trade). Dimension: 254 x 178. . . 2016. Paperback. . . . . Nº de ref. del artículo: V9780821840863
Cantidad disponible: 1 disponibles
Librería: Rarewaves.com UK, London, Reino Unido
Paperback. Condición: New. The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed.The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems. Nº de ref. del artículo: LU-9780821840863
Cantidad disponible: 1 disponibles
Librería: Rarewaves.com USA, London, LONDO, Reino Unido
Paperback. Condición: New. The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed.The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems. Nº de ref. del artículo: LU-9780821840863
Cantidad disponible: 1 disponibles
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
Condición: New. "Courant Institute of Mathematical Sciences." Series: Courant Lecture Notes. Num Pages: 104 pages. BIC Classification: PBT; PBWL. Category: (G) General (US: Trade). Dimension: 254 x 178. . . 2016. Paperback. . . . . Books ship from the US and Ireland. Nº de ref. del artículo: V9780821840863
Cantidad disponible: 1 disponibles
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Condición: New. In. Nº de ref. del artículo: ria9780821840863_new
Cantidad disponible: 5 disponibles
Librería: Revaluation Books, Exeter, Reino Unido
Paperback. Condición: Brand New. 104 pages. 9.80x7.00x0.30 inches. In Stock. Nº de ref. del artículo: __082184086X
Cantidad disponible: 2 disponibles
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000. Nº de ref. del artículo: FW-9780821840863
Cantidad disponible: 2 disponibles
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Paperback / softback. Condición: New. New copy - Usually dispatched within 4 working days. 217. Nº de ref. del artículo: B9780821840863
Cantidad disponible: 2 disponibles
Librería: Speedyhen, London, Reino Unido
Condición: NEW. Nº de ref. del artículo: NW9780821840863
Cantidad disponible: 3 disponibles
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Taschenbuch. Condición: Neu. Neuware - The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed.The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems. Nº de ref. del artículo: 9780821840863
Cantidad disponible: 3 disponibles