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A course on large deviations with an introduction to Gibbs measures / Firas Rassoul-Agha, Timo Seppäläinen.

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Format:
Book
Author/Creator:
Rassoul-Agha, Firas.
Contributor:
Seppäläinen, Timo O.
Series:
Graduate studies in mathematics ; v. 162.
Graduate Studies in Mathematics ; v. 162
Language:
English
Subjects (All):
Large deviations.
Probabilities.
Measure theory.
Physical Description:
1 online resource (xiv, 318 pages).
Other Title:
Graduate Studies in Mathematics.
Place of Publication:
Providence, Rhode Island : American Mathematical Society, 2015.
System Details:
Mode of access : World Wide Web
text file
Contents:
Chapter 1. Introductory discussion Chapter 2. The large deviation principle Chapter 3. Large deviations and asymptotics of integrals Chapter 4. Convex analysis in large deviation theory Chapter 5. Relative entropy and large deviations for empirical measures Chapter 6. Process level large deviations for i.i.d. fields Chapter 7. Formalism for classical lattice systems Chapter 8. Large deviations and equilibrium statistical mechanics Chapter 9. Phase transition in the Ising model Chapter 10. Percolation approach to phase transition Chapter 11. Further asymptotics for i.i.d. random variables Chapter 12. Large deviations through the limiting generating function Chapter 13. Large deviations for Markov chains Chapter 14. Convexity criterion for large deviations Chapter 15. Nonstationary independent variables Chapter 16. Random walk in a dynamical random environment Appendix A. Analysis Appendix B. Probability Appendix C. Inequalities from statistical mechanics Appendix D. Nonnegative matrices
Notes:
Includes bibliographical references (pages 299-303) and indexes.
Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2015
Description based on print version record.
Other Format:
Print version: Rassoul-Agha, Firas. course on large deviations with an introduction to Gibbs measures /
ISBN:
9781470422226
Access Restriction:
Restricted for use by site license.

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