S. R. S. Varadhan: Large Deviations

Cover: 9780821840863 | Large Deviations | S. R. S. Varadhan | Taschenbuch | Englisch | 2016

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Sprache: Englisch

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Beschreibung

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.

Über den Autor

S.R.S. Varadhan, Courant Institute of Mathematical Sciences, New York, NY.

Inhaltsverzeichnis

Introduction
Basic formulation
Small noise
Large time
Hydrodynamic scaling
Self-diffusion
Nongradient systems
Some comments about TASEP
Bibliography.

Details

Erscheinungsjahr:	2016
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	Einband - flex.(Paperback)
ISBN-13:	9780821840863
ISBN-10:	082184086X
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Varadhan, S. R. S.
Hersteller:	American Mathematical Society
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	180 x 254 x 9 mm
Von/Mit:	S. R. S. Varadhan
Erscheinungsdatum:	30.12.2016
Gewicht:	0,214 kg