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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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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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Abstract

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
Authors: ---
ISBN: 0122131509 9780080874579 0080874576 1281763322 9781281763327 9786611763329 6611763325 9780122131509 082182757X Year: 1989 Publisher: Boston : Academic Press,


Book
Large deviations, free energy functional and quasi-potential for a mean field model of interacting diffusions
Authors: ---
ISBN: 0821824619 Year: 1989 Publisher: Providence (R.I.): American Mathematical Society

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