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Large Deviations (AMS Chelsea Publishing)
Jean-Dominique Deuschel
[PDF.im65] Large Deviations (AMS Chelsea Publishing)
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| #4814121 in Books | American Mathematical Society | 2001-01-03 | Original language:English | 10.00 x7.00 x.75l,1.65 | File type: PDF | 283 pages | |
This is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length course for advanced graduate students with a strong background in analysis and some probability theory. A large selection of exercises presents important material and many app...
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