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Product Code:  CLN/27 
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eBook ISBN:  9781470435851 
Product Code:  CLN/27.E 
List Price:  $36.00 
MAA Member Price:  $32.40 
AMS Member Price:  $28.80 
Softcover ISBN:  9780821840863 
eBook: ISBN:  9781470435851 
Product Code:  CLN/27.B 
List Price:  $72.00 $54.00 
MAA Member Price:  $64.80 $48.60 
AMS Member Price:  $57.60 $43.20 
Softcover ISBN:  9780821840863 
Product Code:  CLN/27 
List Price:  $36.00 
MAA Member Price:  $32.40 
AMS Member Price:  $28.80 
eBook ISBN:  9781470435851 
Product Code:  CLN/27.E 
List Price:  $36.00 
MAA Member Price:  $32.40 
AMS Member Price:  $28.80 
Softcover ISBN:  9780821840863 
eBook ISBN:  9781470435851 
Product Code:  CLN/27.B 
List Price:  $72.00 $54.00 
MAA Member Price:  $64.80 $48.60 
AMS Member Price:  $57.60 $43.20 

Book DetailsCourant Lecture NotesVolume: 27; 2016; 104 ppMSC: Primary 60
The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the FeynmanKac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed.
The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems.
Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.
ReadershipGraduate students and researchers interested in large deviations.

Table of Contents

Chapters

Chapter 1. Introduction

Chapter 2. Basic formulation

Chapter 3. Small noise

Chapter 4. Large time

Chapter 5. Hydrodynamic scaling

Chapter 6. Selfdiffusion

Chapter 7. Nongradient systems

Chapter 8. Some comments about TASEP


Additional Material

Reviews

This book is a good source for advanced graduate students and researchers who wish to learn how large deviations appear in questions of probability and statistical physics that are not directly formulated in such terms, as well as several techniques for proving LDPs in concrete situations.
Max Fathi, Mathematical Reviews


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The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the FeynmanKac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed.
The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems.
Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.
Graduate students and researchers interested in large deviations.

Chapters

Chapter 1. Introduction

Chapter 2. Basic formulation

Chapter 3. Small noise

Chapter 4. Large time

Chapter 5. Hydrodynamic scaling

Chapter 6. Selfdiffusion

Chapter 7. Nongradient systems

Chapter 8. Some comments about TASEP

This book is a good source for advanced graduate students and researchers who wish to learn how large deviations appear in questions of probability and statistical physics that are not directly formulated in such terms, as well as several techniques for proving LDPs in concrete situations.
Max Fathi, Mathematical Reviews