Item Successfully Added to Cart
An error was encountered while trying to add the item to the cart. Please try again.
Please make all selections above before adding to cart
Share this page via the icons above, or by copying the link below:
Copy To Clipboard
Successfully Copied!
Large Deviations

Frank den Hollander Nijmegen University, Nijmegen, Netherlands
A co-publication of the AMS and Fields Institute
Available Formats:
Softcover ISBN: 978-0-8218-4435-9
Product Code: FIM/14.S
List Price: $61.00 MAA Member Price:$54.90
AMS Member Price: $48.80 Electronic ISBN: 978-1-4704-3141-9 Product Code: FIM/14.E List Price:$57.00
MAA Member Price: $51.30 AMS Member Price:$45.60
Bundle Print and Electronic Formats and Save!
This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.
List Price: $91.50 MAA Member Price:$82.35
AMS Member Price: $73.20 Click above image for expanded view Large Deviations Frank den Hollander Nijmegen University, Nijmegen, Netherlands A co-publication of the AMS and Fields Institute Available Formats:  Softcover ISBN: 978-0-8218-4435-9 Product Code: FIM/14.S  List Price:$61.00 MAA Member Price: $54.90 AMS Member Price:$48.80
 Electronic ISBN: 978-1-4704-3141-9 Product Code: FIM/14.E
 List Price: $57.00 MAA Member Price:$51.30 AMS Member Price: $45.60 Bundle Print and Electronic Formats and Save! This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.  List Price:$91.50 MAA Member Price: $82.35 AMS Member Price:$73.20
• Book Details

Fields Institute Monographs
Volume: 142000; 143 pp
MSC: Primary 60; Secondary 82;

This volume offers an introduction to large deviations. It is divided into two parts: theory and applications. Basic large deviation theorems are presented for i.i.d. sequences, Markov sequences, and sequences with moderate dependence. The rate function is computed explicitly. The theory is explained without too much emphasis on technicalities. Also included is an outline of general definitions and theorems. The goal is to expose the unified theme that gives large deviation theory its overall structure, which can be made to work in many concrete cases. The section on applications focuses on recent work in statistical physics and random media.

This book contains 60 exercises (with solutions) that should elucidate the content and engage the reader. Prerequisites for the book are a strong background in probability and analysis and some knowledge of statistical physics. It would make an excellent textbook for a special topics course in large deviations.

Readership

Advanced graduate students and research mathematicians interested in probability, statistics, ergodic theory, and statistical physics; senior researchers seeking to learn more about statistical physics.

• Table of Contents

• Part A. Theory
• Chapter I. Large deviations for i.i.d. sequences: Part 1
• Chapter II. Large deviations for i.i.d. sequences: Part 2
• Chapter III. General theory
• Chapter IV. Large deviations for Markov sequences
• Chapter V. Large deviations for dependent sequences
• Part B. Applications
• Chapter VI. Statistical hypothesis testing
• Chapter VII. Random walk in random environment
• Chapter VIII. Heat conduction with random sources and sinks
• Chapter IX. Polymer chains
• Chapter X. Interacting diffusions
• Appendix. Solutions to the exercises
• Additional Material

• Reviews

• The book is … a welcome addition … ideally suited for nonspecialists interested in learning the subject … One advantage it has over the other books is its brevity … the appendix, containing solutions to the exercises, is an attractive feature, making the book suitable for self-study … provides a quick, relatively painless introduction to the subject … Indeed … is user-friendly.

CMS Notes
• The author has succeeded in presenting the main theorems on large deviations in a clear and readable style, making transparent the role played by the general principles on which the theory is based.

Mathematical Reviews
• This is a useful book on large deviations. It can be used as a text for advanced PhD students with a really good background in mathematical analysis and probability theory.

European Mathematical Society Newsletter
• Requests

Review Copy – for reviewers who would like to review an AMS book
Accessibility – to request an alternate format of an AMS title
Volume: 142000; 143 pp
MSC: Primary 60; Secondary 82;

This volume offers an introduction to large deviations. It is divided into two parts: theory and applications. Basic large deviation theorems are presented for i.i.d. sequences, Markov sequences, and sequences with moderate dependence. The rate function is computed explicitly. The theory is explained without too much emphasis on technicalities. Also included is an outline of general definitions and theorems. The goal is to expose the unified theme that gives large deviation theory its overall structure, which can be made to work in many concrete cases. The section on applications focuses on recent work in statistical physics and random media.

This book contains 60 exercises (with solutions) that should elucidate the content and engage the reader. Prerequisites for the book are a strong background in probability and analysis and some knowledge of statistical physics. It would make an excellent textbook for a special topics course in large deviations.

Readership

Advanced graduate students and research mathematicians interested in probability, statistics, ergodic theory, and statistical physics; senior researchers seeking to learn more about statistical physics.

• Part A. Theory
• Chapter I. Large deviations for i.i.d. sequences: Part 1
• Chapter II. Large deviations for i.i.d. sequences: Part 2
• Chapter III. General theory
• Chapter IV. Large deviations for Markov sequences
• Chapter V. Large deviations for dependent sequences
• Part B. Applications
• Chapter VI. Statistical hypothesis testing
• Chapter VII. Random walk in random environment
• Chapter VIII. Heat conduction with random sources and sinks
• Chapter IX. Polymer chains
• Chapter X. Interacting diffusions
• Appendix. Solutions to the exercises
• The book is … a welcome addition … ideally suited for nonspecialists interested in learning the subject … One advantage it has over the other books is its brevity … the appendix, containing solutions to the exercises, is an attractive feature, making the book suitable for self-study … provides a quick, relatively painless introduction to the subject … Indeed … is user-friendly.

CMS Notes
• The author has succeeded in presenting the main theorems on large deviations in a clear and readable style, making transparent the role played by the general principles on which the theory is based.

Mathematical Reviews
• This is a useful book on large deviations. It can be used as a text for advanced PhD students with a really good background in mathematical analysis and probability theory.

European Mathematical Society Newsletter
Review Copy – for reviewers who would like to review an AMS book
Accessibility – to request an alternate format of an AMS title
You may be interested in...
Please select which format for which you are requesting permissions.