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Large Deviations
About this Title
Frank den Hollander, Nijmegen University, Nijmegen, Netherlands
Publication: Fields Institute Monographs
Publication Year:
2000; Volume 14
ISBNs: 978-0-8218-4435-9 (print); 978-1-4704-3141-9 (online)
DOI: https://doi.org/10.1090/fim/014
MathSciNet review: MR1739680
MSC: Primary 60F10; Secondary 60K35, 82B31, 82B44
Table of Contents
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Front/Back Matter
Part A. Theory
- Chapter I. Large deviations for i.i.d. sequences: Part 1
- Chapter II. Large deviations for i.i.d. sequences: Part 2
- Chapter III. General theory
- Chapter IV. Large deviations for Markov sequences
- Chapter V. Large deviations for dependent sequences
Part B. Applications
- Chapter VI. Statistical hypothesis testing
- Chapter VII. Random walk in random environment
- Chapter VIII. Heat conduction with random sources and sinks
- Chapter IX. Polymer chains
- Chapter X. Interacting diffusions
- Appendix. Solutions to the exercises