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Large Deviations - Deuschel, Jean-Dominique
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The second printing of a 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 ...

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Large Deviations 2001, American Mathematical Society(RI)

ISBN-13: 9780821827574

Revised edition

Hardcover

Large Deviations 1997, Academic Press

ISBN-13: 9780122131509

Hardcover