Large Deviations And Applications

DOWNLOAD

Download Large Deviations And Applications PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Large Deviations And Applications book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Large Deviations And Applications

DOWNLOAD
Author : S. R. S. Varadhan
language : en
Publisher: SIAM
Release Date : 1984-01-01

Large Deviations And Applications written by S. R. S. Varadhan and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984-01-01 with Mathematics categories.

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.

Large Deviations Techniques And Applications

DOWNLOAD
Author : Amir Dembo
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-11-03

Large Deviations Techniques And Applications written by Amir Dembo and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-11-03 with Science categories.

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.

Large Deviations And Applications

DOWNLOAD
Author : S. R. S. Varadhan
language : en
Publisher: SIAM
Release Date : 1984-01-31

Large Deviations And Applications written by S. R. S. Varadhan and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984-01-31 with Mathematics categories.

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.

Large Deviations And Idempotent Probability

DOWNLOAD
Author : Anatolii Puhalskii
language : en
Publisher: CRC Press
Release Date : 2001-05-07

Large Deviations And Idempotent Probability written by Anatolii Puhalskii and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-05-07 with Business & Economics categories.

In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of our understanding of the connections between the large deviation principle (LDP) and well-known methods for establishing weak

Large Deviations

DOWNLOAD
Author : Frank den Hollander
language : en
Publisher: American Mathematical Soc.
Release Date :

Large Deviations written by Frank den Hollander and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on with Mathematics categories.

Entropy Large Deviations And Statistical Mechanics

DOWNLOAD
Author : Richard.S. Ellis
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Entropy Large Deviations And Statistical Mechanics written by Richard.S. Ellis and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.

This book has two main topics: large deviations and equilibrium statistical mechanics. I hope to convince the reader that these topics have many points of contact and that in being treated together, they enrich each other. Entropy, in its various guises, is their common core. The large deviation theory which is developed in this book focuses upon convergence properties of certain stochastic systems. An elementary example is the weak law of large numbers. For each positive e, P{ISn/nl 2: e} con verges to zero as n --+ 00, where Sn is the nth partial sum of indepen dent identically distributed random variables with zero mean. Large deviation theory shows that if the random variables are exponentially bounded, then the probabilities converge to zero exponentially fast as n --+ 00. The exponen tial decay allows one to prove the stronger property of almost sure conver gence (Sn/n --+ 0 a.s.). This example will be generalized extensively in the book. We will treat a large class of stochastic systems which involve both indepen dent and dependent random variables and which have the following features: probabilities converge to zero exponentially fast as the size of the system increases; the exponential decay leads to strong convergence properties of the system. The most fascinating aspect of the theory is that the exponential decay rates are computable in terms of entropy functions. This identification between entropy and decay rates of large deviation probabilities enhances the theory significantly.

An Introduction To Markov Processes

DOWNLOAD
Author : Daniel W. Stroock
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-03-30

An Introduction To Markov Processes written by Daniel W. Stroock and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-03-30 with Mathematics categories.

Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory Leads the reader to a rigorous understanding of basic theory

Large Deviations And Asymptotic Methods In Finance

DOWNLOAD
Author : Peter K. Friz
language : en
Publisher: Springer
Release Date : 2015-06-16

Large Deviations And Asymptotic Methods In Finance written by Peter K. Friz and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-06-16 with Mathematics categories.

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts. Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour. Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.

Large Deviations For Performance Analysis

DOWNLOAD
Author : Alan Weiss
language : en
Publisher: Routledge
Release Date : 2019-03-07

Large Deviations For Performance Analysis written by Alan Weiss and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-07 with Computers categories.

Originally published in 1995, Large Deviations for Performance Analysis consists of two synergistic parts. The first half develops the theory of large deviations from the beginning, through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well including, basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analysed using the tools developed in the first half of the book.