Hardcover ISBN:  9780821827574 
Product Code:  CHEL/342.H 
List Price:  $69.00 
MAA Member Price:  $62.10 
AMS Member Price:  $62.10 
eBook ISBN:  9781470429935 
Product Code:  CHEL/342.H.E 
List Price:  $65.00 
MAA Member Price:  $58.50 
AMS Member Price:  $58.50 
Hardcover ISBN:  9780821827574 
eBook: ISBN:  9781470429935 
Product Code:  CHEL/342.H.B 
List Price:  $134.00 $101.50 
MAA Member Price:  $120.60 $91.35 
AMS Member Price:  $120.60 $91.35 
Hardcover ISBN:  9780821827574 
Product Code:  CHEL/342.H 
List Price:  $69.00 
MAA Member Price:  $62.10 
AMS Member Price:  $62.10 
eBook ISBN:  9781470429935 
Product Code:  CHEL/342.H.E 
List Price:  $65.00 
MAA Member Price:  $58.50 
AMS Member Price:  $58.50 
Hardcover ISBN:  9780821827574 
eBook ISBN:  9781470429935 
Product Code:  CHEL/342.H.B 
List Price:  $134.00 $101.50 
MAA Member Price:  $120.60 $91.35 
AMS Member Price:  $120.60 $91.35 

Book DetailsAMS Chelsea PublishingVolume: 342; 1989; 283 ppMSC: Primary 60; 28
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 semesterlength 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 nonuniform results (Chapter 5) and outline the analytic approach that allows one to test and compare techniques used in previous chapters (Chapter 6).
ReadershipGraduate students and research mathematicians interested in large deviations.

Table of Contents

Chapters

Some examples

Some generalities

General Cramér theory

Uniform large deviations

Nonuniform results

Analytic considerations

Historical notes and references


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


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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 semesterlength 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 nonuniform results (Chapter 5) and outline the analytic approach that allows one to test and compare techniques used in previous chapters (Chapter 6).
Graduate students and research mathematicians interested in large deviations.

Chapters

Some examples

Some generalities

General Cramér theory

Uniform large deviations

Nonuniform results

Analytic considerations

Historical notes and references

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