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Large Deviations
Jean-Dominique Deuschel, Technical University of Berlin, Germany, and Daniel W. Stroock, Massachusetts Institute of Technology, Cambridge, MA
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AMS Chelsea Publishing
1989; 283 pp; hardcover
Volume: 342
Reprint/Revision History:
reprinted with corrections 2001
ISBN-10: 0-8218-2757-X
ISBN-13: 978-0-8218-2757-4
List Price: US$45
Member Price: US$40.50
Order Code: CHEL/342.H
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This is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length course for advanced graduate students with a strong background in analysis and some probability theory. A large selection of exercises presents important material and many applications. The last two chapters present various non-uniform results (Chapter 5) and outline the analytic approach that allows one to test and compare techniques used in previous chapters (Chapter 6).

Readership

Graduate students and research mathematicians interested in large deviations.

Reviews

"The book provides a sound base for Large Deviations Theory and answers questions and clears up technical problems found in articles previously written on the subject ... Here you will find the interesting material, the reward for having read so far. One could liken the experience to that of climbing a mountain. After struggling with difficult technical demands, you then get to enjoy a grandiose view over a crystal landscape, where you can perceive traces of life way off in the distance."

-- Zentralblatt MATH

Table of Contents

  • Some examples
  • Some generalities
  • General Cramér theory
  • Uniform large deviations
  • Non-uniform results
  • Analytic considerations
  • Historical notes and references
  • Name index
  • Bibliography
  • Frequently used notation
  • Index
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