Search Results for: Large Deviations

Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied pro

Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theo

This book reviews the basic ideas of the Law of Large Numbers with its consequences to the deterministic world and the issue of ergodicity. Applications of Larg

This is an introductory course on the methods of computing asymptotics of probabilities of rare events: the theory of large deviations. The book combines large