Large Deviations by S.R.S. Varadhan (English) Paperback Book

Description: Large Deviations by S.R.S. Varadhan "Courant Institute of Mathematical Sciences." FORMAT Paperback LANGUAGE English CONDITION Brand New Publisher Description The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) 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, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed.The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems. Author Biography S.R.S. Varadhan, Courant Institute of Mathematical Sciences, New York, NY. Table of Contents Introduction Basic formulation Small noise Large time Hydrodynamic scaling Self-diffusion Nongradient systems Some comments about TASEP Bibliography. Review This book is a good source for advanced graduate students and researchers who wish to learn how large deviations appear in questions of probability and statistical physics that are not directly formulated in such terms, as well as several techniques for proving LDPs in concrete situations." — Max Fathi, Mathematical Reviews Review Quote This book is a good source for advanced graduate students and researchers who wish to learn how large deviations appear in questions of probability and statistical physics that are not directly formulated in such terms, as well as several techniques for proving LDPs in concrete situations." - Max Fathi, Mathematical Reviews Details ISBN082184086X Author S.R.S. Varadhan Pages 104 Publisher American Mathematical Society Series Courant Lecture Notes ISBN-10 082184086X ISBN-13 9780821840863 Format Paperback Imprint American Mathematical Society Place of Publication Providence Country of Publication United States DEWEY 519.2 Year 2016 Language English Series Number 27 AU Release Date 2016-11-01 NZ Release Date 2016-11-01 UK Release Date 2016-12-30 Publication Date 2016-12-30 Audience Professional & Vocational US Release Date 2016-12-30 We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:123494410;

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