Amir Dembo

(Author)

Large Deviations Techniques and Applications (Softcover Reprint of the Original 2nd 1998)Paperback - Softcover Reprint of the Original 2nd 1998, 10 April 1999

Large Deviations Techniques and Applications (Softcover Reprint of the Original 2nd 1998)
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Part of Series
Stochastic Modelling and Applied Probability
Print Length
397 pages
Language
English
Publisher
Springer
Date Published
10 Apr 1999
ISBN-10
1461253225
ISBN-13
9781461253228

Description

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.

Product Details

Authors:
Amir DemboOfer Zeitouni
Book Edition:
Softcover Reprint of the Original 2nd 1998
Book Format:
Paperback
Date Published:
10 April 1999
ISBN-10:
1461253225
ISBN-13:
9781461253228
Language:
English
Pages:
397
Publisher:

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