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Large Deviations Techniques and Applications

Name: Large Deviations Techniques and Applications
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 04334315
Price: 82.89 EUR
Availability: InStock
Author: Amir Dembo
ISBN: 9783642033100

Amir Dembo

Language

English

Book Paperback

Libristo code: 04334315

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, November 2009

Large deviation estimates have proved to be the crucial tool required to handle many questions in st... Full description

Libristo code: 04334315

203 b

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Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences.§The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.