Beschreibung:
Large deviation estimates have proved to be a crucial tool in statistics, engineering, statistical mechanics, and applied probability. This new edition presents an introduction to the theory of large deviations, with rigorous mathematical applications from a wide range of areas, including electrical engineering and DNA sequencing.
Large deviations has proved to be an important tool in many areas of applied probability, including electrical engineering, telecommunications, biology, and statistical mechanics. Two of the leading researchers in the field provide an introduction to the theory and applications at a level suitable for graduate students.
Introduction LDP for Finite Dimensional Spaces Applications-The Finite Dimensional Case General Principles Sample Path Large Deviations The LDP for Abstract Empirical Measures Applications of Empirical Meaasures LDP Appendix