Large Deviations Techniques and Applications

Amir Dembo, Ofer Zeitouni

ISBN 10: 3642033105 / ISBN 13: 9783642033100

Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2009

About this Item

Seller Inventory # LU-9783642033100

Bibliographic Details

• Title: Large Deviations Techniques and Applications
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE
• Publication Date: 2009
• Language: English
• ISBN 10: 3642033105
• ISBN 13: 9783642033100
• Binding: Paperback
• Edition: 2nd ed. 1998. 2nd printing 2009.
• Condition: New

About this title

Synopsis

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.

About the Author

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.