TY - GEN digital ID - 131228502 TI - Large Deviations Techniques and Applications AU - Dembo, Amir AU - Zeitouni, Ofer PY - 2010 SN - 9783642033117 9783642033414 9783642033100 PB - Berlin, Heidelberg Springer-Verlag Berlin Heidelberg DB - UniCat KW - Operational research. Game theory KW - Engineering sciences. Technology KW - stochastische analyse KW - systeemtheorie KW - systeembeheer KW - kansrekening UR - https://www.unicat.be/uniCat?func=search&query=sysid:131228502 AB - The theory of large deviations deals with the evaluation, for a family of probability measures parameterized by a real valued variable, of the probabilities of events which decay exponentially in the parameter. Originally developed in the context of statistical mechanics and of (random) dynamical systems, it proved to be a powerful tool in the analysis of systems where the combined effects of random perturbations lead to a behavior significantly different from the noiseless case. The volume complements the central elements of this theory with selected applications in communication and control systems, bio-molecular sequence analysis, hypothesis testing problems in statistics, and the Gibbs conditioning principle in statistical mechanics. Starting with the definition of the large deviation principle (LDP), the authors provide an overview of large deviation theorems in ${{m I!R}} ER -