Overview
- Written by two of the leading researchers in the field
- Applications come from a wide range of areas, including electrical engineering and DNA sequencing
- This second edition includes three new sections which reflect current developments in the field, particularly with regard to applications
- New exercises have been added and the bibliography has been updated
- Includes supplementary material: sn.pub/extras
Part of the book series: Stochastic Modelling and Applied Probability (SMAP, volume 38)
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Table of contents (7 chapters)
Keywords
About this book
Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences.
The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.
Authors and Affiliations
About the authors
Amir Dembo is a Professor of Mathematics and of Statistics at Stanford University.
Ofer Zeitouni is a Professor of Mathematics at the Weizmann Institute of Science and at the University of Minnesota.
Bibliographic Information
Book Title: Large Deviations Techniques and Applications
Authors: Amir Dembo, Ofer Zeitouni
Series Title: Stochastic Modelling and Applied Probability
DOI: https://doi.org/10.1007/978-3-642-03311-7
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2010
Softcover ISBN: 978-3-642-03310-0Published: 18 November 2009
eBook ISBN: 978-3-642-03311-7Published: 03 November 2009
Series ISSN: 0172-4568
Series E-ISSN: 2197-439X
Edition Number: 2
Number of Pages: XVI, 396
Topics: Systems Theory, Control, Probability Theory and Stochastic Processes