Large Deviations, Paperback by Varadhan, S. R. S., Like New Used, Free shippi...

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Book Title: Large Deviations Subject Area: Mathematics Item Width: 7 in Item Weight: 7.7 Oz Type: Textbook Publication Year: 2016 width: 7 in Author: S. R. S. Varadhan Item Height: 0.8 in Publication Name: Large Deviations Item Length: 10 in Publisher: American Mathematical Society Subject: Probability & Statistics / General Format: Trade Paperback height: 0.8 in Number of Pages: 104 Pages Series: Courant Lecture Notes Ser. Language: English ISBN: 9780821840863

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Large Deviations, Paperback by Varadhan, S. R. S., Like New Used, Free shippi.... Large Deviations, Paperback by Varadhan, S. R. S., ISBN 082184086X, ISBN-13 9780821840863, Like New Used, Free shipping in the US Like the 2012 graduate course on which it is based, th considers three sets of examples of large deviations in mathematics. One is diffusions with small noise and the exit problem. Another is the large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large-deviation behavior of the number of distinct sites visited by a random walk. Finally, interacting particle systems, their sealing limits, and large deviations from their expected limits. Varadhan looks at simple exclusion processes in d dimensions. Some of the material is quite intricate, he warns, and towards the end he stops providing complete proofs, just the ideas behind the proofs and references. Annotation ©2017 Ringgold, Inc., Portland, OR ()