Large Deviations Techniques and Applications

Dembo, Amir & Zeitouni, Ofer

ISBN 10: 0867202912 / ISBN 13: 9780867202915

Verlag: Jones and Barlett Publishers, Boston MA, 1992

Beschreibung

346 pages. part of the Jones and Bartlet Books in Mathematics. LDP for Finite Spaces, The Finite Dimensional Case, Existence of and LDP and Related Properties, Cramer's Theorem, Sanov's Theorem, Universal Hypothesis Testing, The Gibbs Conditioning Principle. sticker on rear cover and last page. pocket on inside rear cover, stamped on page edges. call label removed from spine with roughing up of underlying paper, a little tattering at top and bottom of spine, smudges on covers. corners worn.; Ex University Library; 6 1/4 x 9 1/4 ".

Bestandsnummer des Verkäufers 98725

Bibliografische Details

• Titel: Large Deviations Techniques and Applications
• Verlag: Jones and Barlett Publishers, Boston MA
• Veröffentlichungsdatum: 1992
• Sprache: Englisch
• ISBN-10: 0867202912
• ISBN-13: 9780867202915
• Bindung: Hardcover
• Zustand: Good+ with no dust jacket
• Verkäuferkataloge:
  • Science, Physical Sciences, & Math

Über diesen Titel

Inhaltsangabe

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Reseña del editor

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.