Large Deviations Techniques and Applications
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Beschreibung
This book presents an introduction to the theory of large deviations. Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. The mathematics is rigorous and the applications come from a wide range of areas, including elecrical engineering and DNA sequences. The second edition includes new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications have been sharpened, new exercises added, and the bibliography updated.
Amir Dembo is Associate Professor of Mathematics and Statistics at Stanford University, and Professor of Electrical Engineering at the Technion-Israel Institute of Technology. He currently serves on the editorial board of the Annals of Probability.
Ofer Zeitouni is Professor of Electrical Engineering at the Technion-Israel Institute of Technology. He has served on the editorial board of the IEEE Transactions on Information Theory and currently serves on the editorial board of Stochastic Processes and Applications.
* Written by two of the leading researchers in the field. * Applications come from a wide range of areas, including electrical engineering and DNA sequencing. * This second edition includes three new sections which reflect current developments in the field, particularly with regard to applications. * New exercises have been added and the bibliography has been updated.
Large deviations has proved to be an important tool in many areas of applied probability, including electrical engineering, telecommunications, biology, and statistical mechanics. Two of the leading researchers in the field provide an introduction to the theory and applications at a level suitable for graduate students.
Autor*in
Amir Dembo