Large Deviations, Paperback by Varadhan, S. R. S., Brand New, Free shipping i...

$ 24.53

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

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Large Deviations, Paperback by Varadhan, S. R. S., Brand New, Free shipping i.... Large Deviations, Paperback by Varadhan, S. R. S., ISBN 082184086X, ISBN-13 9780821840863, Brand New, 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 ()