Item Successfully Added to Cart
An error was encountered while trying to add the item to the cart. Please try again.
OK
Please make all selections above before adding to cart
OK
Share this page via the icons above, or by copying the link below:
Copy To Clipboard
Successfully Copied!
Large Deviations
 
Jean-Dominique Deuschel Technical University of Berlin, Berlin, Germany
Daniel W. Stroock Massachusetts Institute of Technology, Cambridge, MA
Large Deviations
AMS Chelsea Publishing: An Imprint of the American Mathematical Society
Hardcover ISBN:  978-0-8218-2757-4
Product Code:  CHEL/342.H
List Price: $69.00
MAA Member Price: $62.10
AMS Member Price: $62.10
eBook ISBN:  978-1-4704-2993-5
Product Code:  CHEL/342.H.E
List Price: $65.00
MAA Member Price: $58.50
AMS Member Price: $58.50
Hardcover ISBN:  978-0-8218-2757-4
eBook: ISBN:  978-1-4704-2993-5
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
Large Deviations
Click above image for expanded view
Large Deviations
Jean-Dominique Deuschel Technical University of Berlin, Berlin, Germany
Daniel W. Stroock Massachusetts Institute of Technology, Cambridge, MA
AMS Chelsea Publishing: An Imprint of the American Mathematical Society
Hardcover ISBN:  978-0-8218-2757-4
Product Code:  CHEL/342.H
List Price: $69.00
MAA Member Price: $62.10
AMS Member Price: $62.10
eBook ISBN:  978-1-4704-2993-5
Product Code:  CHEL/342.H.E
List Price: $65.00
MAA Member Price: $58.50
AMS Member Price: $58.50
Hardcover ISBN:  978-0-8218-2757-4
eBook ISBN:  978-1-4704-2993-5
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 Details
     
     
    AMS Chelsea Publishing
    Volume: 3421989; 283 pp
    MSC: 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 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).

    Readership

    Graduate students and research mathematicians interested in large deviations.

  • Table of Contents
     
     
    • Chapters
    • Some examples
    • Some generalities
    • General Cramér theory
    • Uniform large deviations
    • Non-uniform 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
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Permission – for use of book, eBook, or Journal content
    Accessibility – to request an alternate format of an AMS title
Volume: 3421989; 283 pp
MSC: 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 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).

Readership

Graduate students and research mathematicians interested in large deviations.

  • Chapters
  • Some examples
  • Some generalities
  • General Cramér theory
  • Uniform large deviations
  • Non-uniform 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
Review Copy – for publishers of book reviews
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.