**AMS Chelsea Publishing**

Volume: 342;
1989;
283 pp;
Hardcover

MSC: Primary 60; 28;

Print ISBN: 978-0-8218-2757-4

Product Code: CHEL/342.H

List Price: $48.00

Individual Member Price: $43.20

**Electronic ISBN: 978-1-4704-2993-5
Product Code: CHEL/342.H.E**

List Price: $48.00

Individual Member Price: $43.20

# Large Deviations

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*Jean-Dominique Deuschel; Daniel W. Stroock*

This is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length course for advanced graduate students with a strong background in analysis and some probability theory. A large selection of exercises presents important material and many applications. The last two chapters present various non-uniform results (Chapter 5) and outline the analytic approach that allows one to test and compare techniques used in previous chapters (Chapter 6).

#### Table of Contents

# Table of Contents

## Large Deviations

- Cover 51
- Title page 84
- Dedication 106
- Contents 128
- Preface to first printing 1410
- Some examples 1814
- Some generalities 4945
- General Cramér theory 7066
- Uniform large deviations 10096
- Non-uniform results 186182
- Analytic considerations 234230
- Historical notes and references 280276
- Name index 286282
- Bibliography 288284
- Frequently used notation 294290
- Index 298294
- Back Cover 302298

#### Readership

Graduate students and research mathematicians interested in large deviations.

#### Reviews

The book provides a sound base for Large Deviations Theory and answers questions and clears up technical problems found in articles previously written on the subject … Here you will find the interesting material, the reward for having read so far. One could liken the experience to that of climbing a mountain. After struggling with difficult technical demands, you then get to enjoy a grandiose view over a crystal landscape, where you can perceive traces of life way off in the distance.

-- Zentralblatt MATH