Titlebook: Large Deviations Techniques and Applications; Amir Dembo,Ofer Zeitouni Textbook 2010Latest edition Springer-Verlag Berlin Heidelberg 2010

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Textbook 2010Latest editionic 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. .

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Sample Path Large Deviations,d the diffusion case follows by suitable approximate contractions. The range of applications presented in this chapter is also representative: stochastic dynamical systems (Sections 5.4, 5.7, and 5.8), DNA matching problems and statistical change point questions (Section 5.5).

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Textbook 2010Latest editionapplied 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, incl

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LDP for Finite Dimensional Spaces,hat are much weaker than those that will be imposed in the “general” theory. Many of the results presented here have counterparts in the infinite dimensional context dealt with later, starting in Chapter 4.

Modicum

General Principles,r attention on the abstract statement of the LDP as presented in Section 1.2 and give conditions for the existence of such a principle and various approaches for the identification of the resulting rate function.

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https://doi.org/10.1007/978-3-642-03311-7Area; DEX; DNA; Rang; Sharp; convergence; electrical engineering; field; large deviations; mathematics; mechan

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Applications of Empirical Measures LDP,In this chapter, we revisit three applications considered in Chapters 2 and 3 in the finite alphabet setup. Equipped with Sanov’s theorem and the projective limit approach, the general case (Σ Polish) is treated here.

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