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.