Large Deviations
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 focuses on three concrete sets of examples: diffusions with small noise and the exit problem; large time behaviour of Markov processes and their connection to the Feynman-Kac formula; and interacting particle systems, their scaling limits, and large deviations from their expected limits.
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Produktdetails
- ISBN: 978-0-8218-4086-3
- EAN: 9780821840863
- Produktnummer: 23358723
- Verlag: American Mathematical Society
- Sprache: Englisch
- Erscheinungsjahr: 2016
- Seitenangabe: 104 S.
- Masse: H18.0 cm x B25.4 cm x D0.9 cm 214 g
- Gewicht: 214
- Sonstiges: General (US: Trade)
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