Author : Paul I. Chleboun
Publisher :
Page : 0 pages
File Size : 43,47 MB
Release : 2011
Category :
ISBN :
[PDF] Large Deviations And Metastability In Condensing Stochastic Particle Systems eBook
Large Deviations And Metastability In Condensing Stochastic Particle Systems Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Large Deviations And Metastability In Condensing Stochastic Particle Systems book. This book definitely worth reading, it is an incredibly well-written.
Large Deviations and Metastability
Author : Enzo Olivieri
Publisher : Cambridge University Press
Page : 540 pages
File Size : 50,37 MB
Release : 2005-02-21
Category : Mathematics
ISBN : 9780521591638
Publisher Description
Large Deviations
Author : S. R. S. Varadhan
Publisher : American Mathematical Soc.
Page : 114 pages
File Size : 44,7 MB
Release : 2016-12-08
Category : Mathematics
ISBN : 082184086X
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 Feynman-Kac 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.
Large Deviations of Particle Systems [microform]
Author : Feng, Shui
Publisher : National Library of Canada = Bibliothèque nationale du Canada
Page : 216 pages
File Size : 12,87 MB
Release : 1993
Category : Large deviations
ISBN :
Large Deviations and Metastability
Author : Maria Eulália Vares
Publisher :
Page : 66 pages
File Size : 41,80 MB
Release : 1992
Category :
ISBN :
Metastability
Author : Anton Bovier
Publisher : Springer
Page : 578 pages
File Size : 38,63 MB
Release : 2016-02-11
Category : Mathematics
ISBN : 3319247778
This monograph provides a concise presentation of a mathematical approach to metastability, a wide-spread phenomenon in the dynamics of non-linear systems - physical, chemical, biological or economic - subject to the action of temporal random forces typically referred to as noise, based on potential theory of reversible Markov processes. The authors shed new light on the metastability phenomenon as a sequence of visits of the path of the process to different metastable sets, and focuses on the precise analysis of the respective hitting probabilities and hitting times of these sets. The theory is illustrated with many examples, ranging from finite-state Markov chains, finite-dimensional diffusions and stochastic partial differential equations, via mean-field dynamics with and without disorder, to stochastic spin-flip and particle-hop dynamics and probabilistic cellular automata, unveiling the common universal features of these systems with respect to their metastable behaviour. The monograph will serve both as comprehensive introduction and as reference for graduate students and researchers interested in metastability.
Towards Large Deviations in Stochastic Systems with Memory
Author : Massimo Cavallaro
Publisher :
Page : pages
File Size : 35,24 MB
Release : 2016
Category :
ISBN :
Large Deviations Theorems for Non-Markovain Systems
Author : Paul Gilbert Dupuis
Publisher :
Page : 234 pages
File Size : 17,71 MB
Release : 1985
Category : Least absolute deviations (Statistics)
ISBN :
Large Deviations in a Class of Stochastic Discrete Event Systems
Author : Fergal Toomey
Publisher :
Page : pages
File Size : 37,74 MB
Release : 1998
Category :
ISBN :
Dynamics of Condensation in Stochastic Particle Systems
Author : Jiarui Cao
Publisher :
Page : pages
File Size : 26,89 MB
Release : 2016
Category :
ISBN :