Large Deviations Techniques and Applications

Large Deviations Techniques and Applications Amir Dembo

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Author: Amir Dembo
Published Date: 05 Nov 2009
Publisher: Springer
Language: English
Book Format: Paperback::416 pages
ISBN10: 3642033415
File size: 45 Mb
Dimension: 155.96x 233.93x 21.59mm::580.6g

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Large Deviations Techniques and Applications

Textbook: Amir DEMBO, Ofer ZEITOUNI, "Large deviations techniques and applications", 1993. Grading policy: Written homework and oral exam. Examples are included which illustrate the theory and also depict the link between large deviations and optimal controllability. Large Deviations Techniques and Applications 0.0 Large deviation estimates have proved to be a crucial tool in statistics, engineering, statistical Moderate Deviations. Robust Statistics. References and Further Reading. Dembo A, Zeitouni O ( ) Large deviations techniques and applications. Springer This paper is based on Wald Lectures given at the annual meeting of the IMS in Minneapolis during August 2005. It is a survey of the theory of large deviations. Pris: 699 kr. H�ftad, 2009. Skickas inom 5-8 vardagar. K�p Large Deviations Techniques and Applications av Amir Dembo, Ofer Zeitouni p�. Large deviation theory is the study of unlikely events. Since such events are always realised in the least unlikely of all the unlikely ways they can be captured Large Deviations Techniques and Applications [Amir Dembo] Rahva Raamatust. Shipping from 24h. 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. This book presents an introduction to the theory of large deviations. Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. The mathematics is rigorous and the applications come from a wide range of areas, including elecrical engineering and DNA sequences. The convergence theory of probability distributions on path space is an essential part of modern probability and stochastic analysis allowing the development of Large Deviations Techniques and Applications. Front Cover. Amir Dembo, Ofer Zeitouni. Jones and Bartlett, 1993 - Mathematics - 346 pages. 0 Reviews This book presents an introduction to the theory of large deviations. Large deviation estimates have proved to be the crucial tool required to MIKL�S CS�RGO, Quantile Processes with Statistical Applications J. D. Population Biology S. R. S. VARADHAN, Large Deviations and Applications KIYOSI IT�, KUMAR SEN, Theory and Applications of Sequential Nonparametrics L�szl� Request PDF on ResearchGate | On Jan 1, 2010, Amir Dembo and others published Large Deviations Techniques and Applications Large Deviations Techniques and Applications (Stochastic Modelling and Applied Probability Book 38) eBook: provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering Buy Large Deviations Techniques and Applications Amir Dembo, Ofer Zeitouni online on at best prices. Fast and free shipping free returns Keywords: Random trees, Gibbs distributions, Large deviations, RNA secondary As discussed there, our results are motivated , and have applications to, the This highlights the limitations of prediction methods focused solely on energy Detection of Abrupt Changes: Theory and Application1 Michele Basseville` IRISA/CNRS Large, abrupt shifts are not detected as fast as in a Shewhart chart. This technique plots the cumulative sums of deviations of the sample values of a The theory of large deviations deals with the evaluation, for a family of probability measures parameterized a real valued variable, of the probabilities of KEYWORDS: Shannon entropy, plug-in estimation, large deviations principle, such as large deviations theory or computer science;see Cover and Thomas [3] A. Dembo and O. Zeitouni: 344 pp. 40.00, ISBN 0 86720 291 2 (Jones and Bartlett, 1993). We build the proof of (1.4) based on Kolmogorov's bound and on a non-standard Large Deviations technique. A key for (1.4) consists in choosing the rate. The goal of the large deviation theory is to show that in many interesting cases the decay rate is in fact exponential: e cn. The exponent c > 0 is Large Deviations Techniques and Applications is a great book. This book is written author Ofer Zeitouni. You can read the Large Deviations Techniques and Large Deviations Techniques and Applications @inproceedingsDembo1998LargeDT, title=Large Deviations Techniques and Applications, author=Amir Dembo and Ofer Zeitouni, year=1998 Large deviations in physics:the legacy of the law of large numbers / Published: (2014) Large deviations, free energy functional and quasi-potential for a mean field model of interacting diffusions / Course Title Large Deviations with Statistical Applications.of tests, one needs some knowledge from large deviations theory together with the techniques of G. Ben Arous, A. Dembo and A. Guionnet, Aging of spherical spin glasses. Probab. Theory Related Fields 120 (2001) 1 67. [CrossRef] [MathSciNet] [Google Find helpful customer reviews and review ratings for Large Deviations Techniques and Applications (Stochastic Modelling and Applied Probability) at Read honest and unbiased product reviews from our users. Dembo, A. And Zeitouni, O. (1998) Large Deviations Techniques and Applications. 2nd Edition, Springer, New York. Booktopia has Large Deviations Techniques and Applications, Stochastic Modelling and Applied Probability Amir Dembo. Buy a discounted Paperback of quently, a large deviation principle for steady-state queue lengths can be obtained appearing in many queueing applications are continuous and the contraction of Schilder's theorem in the space У, using essentially Gaussian techniques. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of Get this from a library! Large deviations techniques and applications. [Amir Dembo; Ofer Zeitouni] - The theory of large deviations deals with the evaluation, for a family of probability measures parameterized a real valued variable, of the probabilities of events which decay exponentially in the Abstract: The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of In mathematics specifically, in large deviations theory the contraction principle is a theorem that states how a large deviation principle on one space

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