Large Deviations

Bücher

Angebote / Angebote:

The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book focuses on three concrete sets of examples: diffusions with small noise and the exit problem, large time behaviour of Markov processes and their connection to the Feynman-Kac formula, and interacting particle systems, their scaling limits, and large deviations from their expected limits.