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Large deviations --- Grandes déviations --- Grandes déviations
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Stochastic processes --- Large deviations. --- Grandes déviations --- Large deviations --- Grandes déviations
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Stochastic processes --- Large deviations. --- Convergence. --- Grandes déviations --- Convergence (Mathématiques) --- Large deviations --- Convergence --- Grandes déviations --- Convergence (Mathématiques)
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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.
Large deviations. --- Stability. --- Dynamics --- Mechanics --- Motion --- Vibration --- Benjamin-Feir instability --- Equilibrium --- Deviations, Large --- Limit theorems (Probability theory) --- Statistics --- Mathematical statistics --- Large deviations --- Stability
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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
Large deviations.
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Statistical mechanics.
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Entropy.
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Grandes déviations
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Mécanique statistique
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Entropie
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Electronic books. -- local.
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Large deviations
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Statistical mechanics
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Entropy
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Atomic Physics
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Mathematical Statistics
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Physics
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Mathematics
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Physical Sciences & Mathematics
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536.75
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531.19
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Entropy. Statistical thermodynamics. Irreversible processes
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531.19 Statistical mechanics
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536.75 Entropy. Statistical thermodynamics. Irreversible processes
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Deviations, Large
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Mathematics.
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System theory.
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Probabilities.
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Probability Theory and Stochastic Processes.
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Complex Systems.
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Statistical Physics and Dynamical Systems.
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Mechanics
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Mechanics, Analytic
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Quantum statistics
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Statistical physics
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Thermodynamics
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Limit theorems (Probability theory)
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Statistics
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Distribution (Probability theory.
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Statistical physics.
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Mathematical statistics
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Distribution functions
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Frequency distribution
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Characteristic functions
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Probabilities
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Statistical methods
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Dynamical systems.
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Dynamical systems
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Kinetics
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Force and energy
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Statics
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Probability
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Statistical inference
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Combinations
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Chance
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Least squares
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Risk
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