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

Dembo, Amir; Zeitouni, Ofer

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

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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 integral lemma, sample path large deviations, tracking loops, and using large deviation for abstract empirical measures. A glossary of symbols is included. Annotation copyright Book News, Inc. Portland, Or.

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