UID:
almahu_9947366349802882
Format:
1 online resource (329 p.)
ISBN:
1-281-76332-2
,
9786611763329
,
0-08-087457-6
Series Statement:
Pure and applied mathematics ; v. 137
Content:
Large deviations
Note:
Rev. ed. of: An introduction to the theory of large deviations / D.W. Stroock. c1984.
,
Front Cover; Large Deviations; Copyright Page; Contents; Chapter I: Some Examples; 1.1: The General Idea; 1.2: The Classical Cramèr Theorem; 1.3: Schilder's Theorem; 1.4: Two Applications of Schilder's Theorem; Chapter II: Some Generalities; 2.1: The Large Deviation Principle; 2.2: Large Deviations and Convex Analysis; Chapter III: Generalized Cramèr Theory; 3.1: Preliminary Formulation; 3.2: Sanov's Theorem; 3.3: Cramèr's Theorem for Banach Spaces; 3.4: Large Deviations for Gaussian Measures; Chapter IV: Uniform Large Deviations; 4.1: Markov Chains; 4.2: Continuous Time Markov Processes
,
4.3: The Wiener Sausage4.4: Process Level Large Deviations; Chapter V: Non-Uniform Results; 5.1: Generalities about the Upper Bound; 5.2: A Little Ergodic Theory; 5.3: The General Symmetric Markov Case; 5.4: The Large Deviation Principle for Hypermixing Processes; 5.5: Hypermixing in the Epsilon Markov Case; Chapter VI: Analytic Considerations; 6.1: When is a Markov Process Hypermixing?; 6.2: Symmetric Diffusions on a Manifold; 6.3: Hypoelliptic Diffusions on a Compact Manifold; Historical Notes and References; Notation Index; Subject Index
,
English
Additional Edition:
ISBN 0-12-213150-9
Language:
English
