Large Deviations and Metastability (Encyclopedia of Mathematics and its Applications, Series Number 100)

This self-contained account of the main results in large deviation theory includes recent developments and emphasizes the Freidlin-Wentzell results on small random perturbations. Metastability is described on physical grounds, followed by the development of more exacting approaches to its description. The first part of the book then develops such pertinent tools as the theory of large deviations which is used to provide a physically relevant dynamical description of metastability. Written for graduate students, this book affords an excellent route into contemporary research as well.

"This impressive monograph provides a quite complete survey of the topic of metastability and will certainly be a very useful reference for all research activity in this field." ISI Short Book Reviews

"This book provides an extensive and very complete account of the state of the art in the study of metastable behavior of stochastic evolution systems." Mathematical Reviews, Giambattista Giacomin

"This book is a serious and scholarly work dealing with deep and difficult issues at the frontier of probability theory."
William G. Faris, University of Arizona, SIAM Review