Large Deviations
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Large Deviations Description
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 focuses on three concrete sets of examples: diffusions with small noise and the exit problem; large time behaviour of Markov processes and their connection to the Feynman-Kac formula; and interacting particle systems, their scaling limits, and large deviations from their expected limits.
Details
| OPC | P6KVBPB |
|---|---|
| Codes | 082184086X (ISBN-10) |
| 9780821840863 (ISBN) |
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