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Overview
This volume offers an introduction to large deviations. It is divided into two parts: theory and applications. Basic large deviation theorems are presented for i.i.d. sequences, Markov sequences, and sequences with moderate dependence. The rate function is computed explicitly. The theory is explained without too much emphasis on technicalities. Also included is an outline of general definitions and theorems. The goal is to expose the unified theme that gives large deviation theory its overall structure, which can be made to work in many concrete cases.
| ISBN-13 | 9780821819890 |
|---|---|
| ISBN-10 | 0821819895 |
| Weight | 1.15 Pounds |
| Dimensions | 7.00 x 0.75 x 10.00 In |
| List Price | $49.00 |
| Format | Hardcover |
|---|---|
| Pages | 143 pages |
| Publisher | American Mathematical Society |
| Published On | 2000-01-01 |
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