Large Deviations Techniques and Applications (Stochastic Modelling and Applied Probability)
Editorial Reviews
Book Description
This book presents an introduction to the theory of large deviations. Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. The mathematics is rigorous and the applications come from a wide range of areas, including elecrical engineering and DNA sequences. The second edition includes new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications have been sharpened, new exercises added, and the bibliography updated. Amir Dembo is Associate Professor of Mathematics and Statistics at Stanford University, and Professor of Electrical Engineering at the Technion-Israel Institute of Technology. He currently serves on the editorial board of the Annals of Probability. Ofer Zeitouni is Professor of Electrical Engineering at the Technion-Israel Institute of Technology. He has served on the editorial board of the IEEE Transactions on Information Theory and currently serves on the editorial board of Stochastic Processes and Applications.
Book Info
A rigorous progression from finite dimensional analysis that requires basic calculus & convex analysis to more abstract settings, requiring a solid background in analysis & probability as it is applied to engineering, statistics & operations research environments. DLC: Large deviations.
Large Deviations Techniques and Applications (Stochastic Modelling and Applied Probability)
Large Deviations Techniques and Applications (Stochastic Modelling and Applied Probability),Amir Dembo,Ofer Zeitouni,Springer,0387984062,Applied,Large deviations,Mathematical Statistics,Mathematics,Probability & Statistics - General,Science/Mathematics,Mathematics / Statistics
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