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Book
Large deviations
Authors: ---
ISBN: 082184086X 9780821840863 Year: 2016 Publisher: New York (N.Y.): Courant institute of mathematical sciences,

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Keywords

Large deviations

Refined large deviation limit theorems
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ISBN: 058225499X 0470234792 9780470234792 9780582254992 Year: 1994 Volume: 315 Publisher: Harlow Longman

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Book
An introduction to the theory of large deviations
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ISBN: 038796021X 1461385148 9780387960210 Year: 1984 Publisher: New York : Springer-Verlag,

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Large deviations techniques and applications
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ISBN: 0387984062 9780387984063 Year: 1998 Volume: 38 Publisher: New York : Springer,

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A weak convergence approach to the theory of large deviations
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ISBN: 0471076724 9780471076728 Year: 1997 Publisher: New York : Wiley,

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Abstract

Large deviations and metastability
Authors: ---
ISBN: 9780511543272 9780521591638 0511080646 9780511080647 0511079885 9780511079887 0511543271 0521591635 1280417188 9781280417184 0521591635 1107127424 9786610417186 051117070X 0511206674 0511297858 Year: 2005 Volume: 100 Publisher: Cambridge, UK ; New York : Cambridge University Press,

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The book provides a general introduction to the theory of large deviations and a wide overview of the metastable behaviour of stochastic dynamics. With only minimal prerequisites, the book covers all the main results and brings the reader to the most recent developments. Particular emphasis is given to the fundamental Freidlin-Wentzell results on small random perturbations of dynamical systems. Metastability is first described on physical grounds, following which more rigorous approaches to its description are developed. Many relevant examples are considered from the point of view of the so-called pathwise approach. The first part of the book develops the relevant tools including the theory of large deviations which are then used to provide a physically relevant dynamical description of metastability. Written to be accessible to graduate students, this book provides an excellent route into contemporary research.

Entropy, large deviations, and statistical mechanics
Author:
ISBN: 9783540290599 3540290591 9783540290605 9786610461233 1280461233 3540290605 9787510035111 7510035112 Year: 2006 Publisher: Berlin ; New York : Springer,

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From the reviews: "... Besides the fact that the author's treatment of large deviations is a nice contribution to the literature on the subject, his book has the virue that it provides a beautifully unified and mathematically appealing account of certain aspects of statistical mechanics. ... Furthermore, he does not make the mistake of assuming that his mathematical audience will be familiar with the physics and has done an admireable job of explaining the necessary physical background. Finally, it is clear that the author's book is the product of many painstaking hours of work; and the reviewer is confident that its readers will benefit from his efforts." D. Stroock in Mathematical Reviews 1985 "... Each chapter of the book is followed by a notes section and by a problems section. There are over 100 problems, many of which have hints. The book may be recommended as a text, it provides a completly self-contained reading ..." S. Pogosian in

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