
This book is an introduction to the theory and applications of large deviations, a branch of probability theory that describes the probability of rare events in terms of variational problems. By focusing the theory, in Part A of the book, on random sequences, the author succeeds in conveying the main ideas behind large deviations without a need for technicalities, thus providing a concise and accessible entry to this challenging and captivating subject. The selection of modern applications, described in Part B of the book, offers a good sample of what large deviation theory is able to achieve.
Page Count:
156
Publication Date:
2000-01-01
ISBN-10:
1470431416
ISBN-13:
9781470431419
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