大偏差（影印版）

样章

作者：

Jean-Dominique Deuschel，Daniel W. Stroock

定价：

135.00元

ISBN：

978-7-04-063099-2

版面字数：

470.00千字

开本：

特殊

全书页数：

暂无

装帧形式：

精装

重点项目：

暂无

出版时间：

2025-02-17

物料号：

63099-00

读者对象：

学术著作

一级分类：

自然科学

二级分类：

数学与统计

三级分类：

概率论

暂无

前辅文
Preface
Chapter 1 Some Examples
- 1.1. The General Idea
- 1.2. The Classical Cramér Theorem
- 1.3. Schilder's Theorem
- 1.4. Two Applications of Schilder's Theorem
Chapter 2 Some Generalities
- 2.1. The Large Deviation Principle
- 2.2. Large Deviations and Convex Analysis
Chapter 3 General Cramér Theory
- 3.1. Preliminary Formulation
- 3.2. Sanov's Theorem
- 3.3. Cramér's Theorem for Banach Spaces
- 3.4. Large Deviations for Gaussian Measures
Chapter 4 Uniform Large Deviations
- 4.1. Markov Chains
- 4.2. Continuous Time Markov Processes
- 4.3. The Wiener Sausage
- 4.4. Process Level Large Deviations
Chapter 5 Non-Uniform Results
- 5.1. Generalities about the Upper Bound
- 5.2. A Little Ergodic Theory
- 5.3. The General Symmetric Markov Case
- 5.4. Large Deviations for Hypermixing Processes
- 5.5. Hypermixing in the Epsilon Markov Case
Chapter 6 Analytic Considerations
- 6.1. When Is a Markov Process Hypermixing?
- 6.2. Symmetric Diffusions on a Manifold
- 6.3. Hypoelliptic Diffusions on a Compact Manifold
Historical Notes and References
Name Index
Bibliography
Frequently Used Notation
Index

相关图书