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

$ 24.53

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

Description

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 ()