Book Review
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MathSciNet review:
1567963
Full text of 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.
Paul Dupuis, Large deviations analysis of some recursive algorithms with state dependent noise, Ann. Probab. 16 (1988), no. 4, 1509–1536. MR 958200
Richard S. Ellis, Large deviations for a general class of random vectors, Ann. Probab. 12 (1984), no. 1, 1–12. MR 723726
Richard S. Ellis, Entropy, large deviations, and statistical mechanics, Grundlehren der mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 271, Springer-Verlag, New York, 1985. MR 793553, DOI 10.1007/978-1-4613-8533-2
M. I. Freidlin and A. D. Wentzell, Random perturbations of dynamical systems, Grundlehren der mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 260, Springer-Verlag, New York, 1984. Translated from the Russian by Joseph Szücs. MR 722136, DOI 10.1007/978-1-4684-0176-9
Jurgen Gertner, On large deviations from an invariant measure, Teor. Verojatnost. i Primenen. 22 (1977), no. 1, 27–42 (Russian, with German summary). MR 0471040
[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.
- [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