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Bulletin of the American Mathematical Society

ISSN 1088-9485(online) ISSN 0273-0979(print)

Book Review

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Book Information:

Author: James A. Bucklew
Title: Large deviation techniques in decision, simulation, and estimation
Additional book information: John Wiley \& Sons, 1990, 270 pp., US$49.95. ISBN 0-471-61856-X.

References [Enhancements On Off] (What's this?)

  • [1] P. Dupuis, Large deviations analysis of some recursive algorithms with state dependent noise, Ann. Probab. 16 (1988), 1509-1536. MR 958200 (89i:60062)
  • [2] R. S. Ellis, Large deviations for a general class of random vectors, Ann. Probab. 12 (1984), 1-12. MR 723726 (85e:60032)
  • [3] R. S. Ellis, Entropy, large deviations and statistical mechanics, Springer-Verlag, New York, 1985. MR 793553 (87d:82008)
  • [4] M. I. Freidlin and A. D. Wentzell, Random perturbations of dynamical systems, Springer-Verlag, New York, 1984. MR 722136 (85a:60064)
  • [5] J. Gärtner,On large deviations from the invariant measure, Theory Probab. Appl. 22 (1977), 24-39. MR 0471040 (57:10781)
  • [6] A. D. Wentzell, Rough limit theorems on large deviations for Markov stochastic processes. I, Theory Probab. Appl. 21 (1976), 227-242.
  • [7] -, Rough limit theorems on large deviations for Markov stochastic processes. II, Theory Probab. Appl. 21 (1976), 499-512.

Review Information:

Reviewer: Richard S. Ellis
Journal: Bull. Amer. Math. Soc. 26 (1992), 160-171
DOI: https://doi.org/10.1090/S0273-0979-1992-00247-1
American Mathematical Society