Bulletin of the American Mathematical Society

The Bulletin publishes expository articles on contemporary mathematical research, written in a way that gives insight to mathematicians who may not be experts in the particular topic. The Bulletin also publishes reviews of selected books in mathematics and short articles in the Mathematical Perspectives section, both by invitation only.

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

The 2024 MCQ for Bulletin of the American Mathematical Society is 0.84.

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Book Review

The AMS does not provide abstracts of book reviews. You may download the entire review from the links below.


MathSciNet review: 1567963
Full text of review: PDF   This review is available free of charge.
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?)

  • 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
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    A. D. Wentzell, Rough limit theorems on large deviations for Markov stochastic processes. I, Theory Probab. Appl. 21 (1976), 227-242.
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    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