Large Deviations

丛 书 名：Pure and applied mathematics;,Pure and applied mathematics (Academic Press)

版本说明：Rev Sub

作     者：by Jean-Dominique Deuschel Daniel W. Stroock 

I S B N：(纸本) 9780122131509 

出 版 社：Academic Press_RM 

出 版 年：1989年

页      数：307 p.页

主 题 词：Large deviations. 

学科分类：0710[理学-生物学] 02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 09[农学] 070104[理学-应用数学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 070101[理学-基础数学] 

馆 藏 号：201728363...

摘      要：The first four chapters of this 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).