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大偏差(影印版)


暂无简介


作者:
Jean-Dominique Deuschel,Daniel W. Stroock

定价:
135.00元

出版时间:
2025-02-17

ISBN:
978-7-04-063099-2

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

重点项目:
暂无

版面字数:
470.00千字

开本:
特殊

全书页数:
暂无

装帧形式:
精装
  • 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