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Author : University of Minnesota. Institute for Mathematics and Its Applications
Publisher :
Page : pages
File Size : 24,74 MB
Release : 1986
Category :
ISBN :
Author : Firas Rassoul-Agha
Publisher : American Mathematical Soc.
Page : 335 pages
File Size : 31,57 MB
Release : 2015-03-12
Category : Mathematics
ISBN : 0821875787
This is an introductory course on the methods of computing asymptotics of probabilities of rare events: the theory of large deviations. The book combines large deviation theory with basic statistical mechanics, namely Gibbs measures with their variational characterization and the phase transition of the Ising model, in a text intended for a one semester or quarter course. The book begins with a straightforward approach to the key ideas and results of large deviation theory in the context of independent identically distributed random variables. This includes Cramér's theorem, relative entropy, Sanov's theorem, process level large deviations, convex duality, and change of measure arguments. Dependence is introduced through the interactions potentials of equilibrium statistical mechanics. The phase transition of the Ising model is proved in two different ways: first in the classical way with the Peierls argument, Dobrushin's uniqueness condition, and correlation inequalities and then a second time through the percolation approach. Beyond the large deviations of independent variables and Gibbs measures, later parts of the book treat large deviations of Markov chains, the Gärtner-Ellis theorem, and a large deviation theorem of Baxter and Jain that is then applied to a nonstationary process and a random walk in a dynamical random environment. The book has been used with students from mathematics, statistics, engineering, and the sciences and has been written for a broad audience with advanced technical training. Appendixes review basic material from analysis and probability theory and also prove some of the technical results used in the text.
Author : Jean-Dominique Deuschel
Publisher : American Mathematical Soc.
Page : 298 pages
File Size : 20,7 MB
Release : 2001
Category : Mathematics
ISBN : 082182757X
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).
Author : Amir Dembo
Publisher : Springer Science & Business Media
Page : 409 pages
File Size : 43,15 MB
Release : 2009-11-03
Category : Science
ISBN : 3642033113
Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.
Author : Jean-Dominique Deuschel and Daniel W. Stroock
Publisher : American Mathematical Soc.
Page : 296 pages
File Size : 22,17 MB
Release :
Category : Large deviations
ISBN : 9780821869345
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).
Author : Frank Hollander
Publisher : American Mathematical Soc.
Page : 164 pages
File Size : 35,17 MB
Release : 2000
Category : Mathematics
ISBN : 9780821844359
Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.
Author : Hans-Otto Georgii
Publisher : Walter de Gruyter
Page : 561 pages
File Size : 47,81 MB
Release : 2011-05-31
Category : Mathematics
ISBN : 3110250322
"This book is much more than an introduction to the subject of its title. It covers in depth a broad range of topics in the mathematical theory of phase transition in statistical mechanics and as an up to date reference in its chosen topics it is a work of outstanding scholarship. It is in fact one of the author's stated aims that this comprehensive monograph should serve both as an introductory text and as a reference for the expert. In its latter function it informs the reader about the state of the art in several directions. It is introductory in the sense that it does not assume any prior knowledge of statistical mechanics and is accessible to a general readership of mathematicians with a basic knowledge of measure theory and probability. As such it should contribute considerably to the further growth of the already lively interest in statistical mechanics on the part of probabilists and other mathematicians." Fredos Papangelou, Zentralblatt MATH The second edition has been extended by a new section on large deviations and some comments on the more recent developments in the area.
Author : S. R. S. Varadhan
Publisher : SIAM
Page : 74 pages
File Size : 16,46 MB
Release : 1984-01-31
Category : Mathematics
ISBN : 0898711894
Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small.
Author : Enzo Olivieri
Publisher : Cambridge University Press
Page : 540 pages
File Size : 16,76 MB
Release : 2005-02-21
Category : Mathematics
ISBN : 9780521591638
Publisher Description
Author : G.R. Grimmett
Publisher : Springer Science & Business Media
Page : 334 pages
File Size : 28,10 MB
Release : 2013-04-17
Category : Science
ISBN : 9401583269
This volume describes the current state of knowledge of random spatial processes, particularly those arising in physics. The emphasis is on survey articles which describe areas of current interest to probabilists and physicists working on the probability theory of phase transition. Special attention is given to topics deserving further research. The principal contributions by leading researchers concern the mathematical theory of random walk, interacting particle systems, percolation, Ising and Potts models, spin glasses, cellular automata, quantum spin systems, and metastability. The level of presentation and review is particularly suitable for postgraduate and postdoctoral workers in mathematics and physics, and for advanced specialists in the probability theory of spatial disorder and phase transition.