Central Limit Theorems in the Regions of Large Deviations with Applications to Statistical Mechanics

Central Limit Theorems in the Regions of Large Deviations with Applications to Statistical Mechanics PDF Author: Jong-Woo Jeon
Publisher:
ISBN:
Category : Limit theorems (Probability theory)
Languages : en
Pages : 184

Get Book Here

Book Description

Central Limit Theorems in the Regions of Large Deviations with Applications to Statistical Mechanics

Central Limit Theorems in the Regions of Large Deviations with Applications to Statistical Mechanics PDF Author: Jong-Woo Jeon
Publisher:
ISBN:
Category : Limit theorems (Probability theory)
Languages : en
Pages : 184

Get Book Here

Book Description


Limit Theorems for Large Deviations

Limit Theorems for Large Deviations PDF Author: L. Saulis
Publisher: Springer Science & Business Media
ISBN: 9401135304
Category : Mathematics
Languages : en
Pages : 241

Get Book Here

Book Description
"Et moi ... - si j'avait su comment en revenir. One service mathematics has rendered the je n'y serais poin t aile.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O.H ea viside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service. topology has rendered mathematical physics .. .':: 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d 'e1:re of this series

Large Deviations Techniques and Applications

Large Deviations Techniques and Applications PDF Author: Amir Dembo
Publisher: Springer Science & Business Media
ISBN: 3642033113
Category : Science
Languages : en
Pages : 409

Get Book Here

Book Description
Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. 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 areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.

Entropy, Large Deviations, and Statistical Mechanics

Entropy, Large Deviations, and Statistical Mechanics PDF Author: Richard S. Ellis
Publisher: Taylor & Francis
ISBN: 9783540290599
Category : Mathematics
Languages : en
Pages : 392

Get Book Here

Book Description
From the reviews: "... Besides the fact that the author's treatment of large deviations is a nice contribution to the literature on the subject, his book has the virue that it provides a beautifully unified and mathematically appealing account of certain aspects of statistical mechanics. ... Furthermore, he does not make the mistake of assuming that his mathematical audience will be familiar with the physics and has done an admireable job of explaining the necessary physical background. Finally, it is clear that the author's book is the product of many painstaking hours of work; and the reviewer is confident that its readers will benefit from his efforts." D. Stroock in Mathematical Reviews 1985 "... Each chapter of the book is followed by a notes section and by a problems section. There are over 100 problems, many of which have hints. The book may be recommended as a text, it provides a completly self-contained reading ..." S. Pogosian in Zentralblatt für Mathematik 1986

Large Deviations and Applications

Large Deviations and Applications PDF Author: S. R. S. Varadhan
Publisher: SIAM
ISBN: 0898711894
Category : Mathematics
Languages : en
Pages : 74

Get Book Here

Book Description
Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small.

Large Deviations

Large Deviations PDF Author: Frank Hollander
Publisher: Amer Mathematical Society
ISBN: 9780821819890
Category : Mathematics
Languages : en
Pages : 143

Get Book Here

Book Description
This volume offers an introduction to large deviations. It is divided into two parts: theory and applications. Basic large deviation theorems are presented for i.i.d. sequences, Markov sequences, and sequences with moderate dependence. The rate function is computed explicitly. The theory is explained without too much emphasis on technicalities. Also included is an outline of general definitions and theorems. The goal is to expose the unified theme that gives large deviation theoryits overall structure, which can be made to work in many concrete cases. The section on applications focuses on recent work in statistical physics and random media.This book contains 60 exercises (with solutions) that should elucidate the content and engage the reader. Prerequisites for the book are a strong background in probability and analysis and some knowledge of statistical physics. It would make an excellent textbook for a special topics course in large deviations.

Refined Large Deviation Limit Theorems

Refined Large Deviation Limit Theorems PDF Author: Vladimir Vinogradov
Publisher: CRC Press
ISBN: 100094834X
Category : Mathematics
Languages : en
Pages : 228

Get Book Here

Book Description
This is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to the systematic study of results on large deviations in situations where Cramér's condition on the finiteness of exponential moments may not be satisfied

Limit Theorems and Some Applications in Statistical Physics

Limit Theorems and Some Applications in Statistical Physics PDF Author: Boris Nahapetian
Publisher: Springer
ISBN:
Category : Technology & Engineering
Languages : en
Pages : 260

Get Book Here

Book Description


Limit Theorems for Associated Random Fields and Related Systems

Limit Theorems for Associated Random Fields and Related Systems PDF Author: Aleksandr Vadimovich Bulinski?
Publisher: World Scientific
ISBN: 9812709401
Category : Mathematics
Languages : en
Pages : 447

Get Book Here

Book Description
This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).

Some Limit Theorems in Statistics

Some Limit Theorems in Statistics PDF Author: R. R. Bahadur
Publisher: SIAM
ISBN: 9781611970630
Category : Mathematics
Languages : en
Pages : 48

Get Book Here

Book Description
A discussion of some topics in the theory of large deviations such as moment-generating functions and Chernoff's theorem, and of aspects of estimation and testing in large samples, such as exact slopes of test statistics.