Large deviations at Saint-Flour: [unchanged reprints of S.R.S. Varadhans chapter of LNM 1362 (1988) and M. Freidlins chapter of LNM 1527(1992) and an augmented translation from the french of R. Azencotts chapter of LNM 774(1980)]
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Heidelberg [u.a.]
Springer
2013
|
| Series: | Probability at Saint-Flour
|
| Subjects: | |
| Online Access: | Inhaltstext Inhaltsverzeichnis |
| Item Description: | Literaturangaben |
| Physical Description: | VIII, 371 S. 24 cm |
| ISBN: | 9783642331992 3642331998 |
Staff View
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Record in the Search Index
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| adam_text |
TABLE OF CONTENTS
LARGE DEVIATIONS AND APPLICATIONS 1
ROBERT AZENCOTT
INTRODUCTION 3
CHAPTER 1 THEOREMS A LA CRAMER-CHERNOF
IN DIMENSION 1 13
CHAPTER
2 LARGE DEVIATIONS FOR SUMS
OF I.I.D. RANDOM VECTORS 23
CHAPTER
3 CRAMER
TRANSFORMS AND FENCHEL-LEGENDRE DUALITY 35
CHAPTER
4 LARGE DEVIATIONS FOR RANDOM VECTORS IN BANACH SPACES 43
CHAPTER
5 CRAMER
TRANSFORMS ON R'
;
: BOTANIES 59
CHAPTER 6 LARGE DEVIATIONS FOR
GAUSSIAN MEASURES AND
PROCESSES 63
CHAPTER 7 SMALL GAUSSIAN PERTURBATIONS OF DYNAMIC SYSTEMS 77
CHAPTER
8 STOCHASTIC DIFFERENTIAL EQUATIONS WITH SMALL DIFFUSION
COEFFICIENTS 85
CHAPTER
9 RARE EVENTS
: UNIFORM ASYMPTOTIC ESTIMATES 109
CHAPTER 10 SMALL PERTURBATIONS OF DYNAMIC SYSTEMS
ON DIFFERENTIABLE
MANIFOLDS 119
CHAPTER 11 RARE EVENTS ESTIMATES FOR DIFFUSIONS
ON DIFFERENTIABLE
MANIFOLDS 137
CHAPTER 12 EXIT BOTTLENECKS FOR PERTURBED EQUILIBRIA 181
CHAPTER 13 QUESTIONS AWAITING
ANSWERS 205
BIBLIOGRAPHY 209
LARGE DEVIATIONS AND APPLICATIONS 213
S.R.S. VARADHAN
1. INTRODUCTION 215
2. BASIC GENERAL FACTS 218
3. LARGE DEVIATIONS FOR
STATIONARY STOCHASTIC PROCESSES 222
4. INDEPENDENT RANDOM VARIABLES 225
5. MARKOV CHAINS 236
6. STATIONARY GAUSSIAN PROCESS 243
7. CONTINUOUS TIME MARKOV
PROCESSES 245
8. APPLICATION TO THE PROBLEM OF THE WIENER
SAUSAGE 250
9. THE POLARON PROBLEM 257
10. LARGE DEVIATIONS AND LAWS
OF THE ITERATED LOGARITHM 259
CONCLUDING REMARKS 260
BIBLIOGRAPHICAL REMARKS 261
REFERENCES 261
HTTP://D-NB.INFO/1024834077
VIII
TABLE OF CONTENTS
SEMI-LINEAR PDE'S
AND LIMIT THEOREMS FOR
LARGE DEVIATIONS 263
MARK I. FREIDLIN
INTRODUCTION 265
1. MARKOV PROCESSES AND DIFFERENTIAL EQUATIONS 267
2. GENERALIZED KPP-EQUATIONS AND
LARGE DEVIATIONS 276
3. GENERALIZED KPP-EQUATION UNDER
CONDITION (N) 283
4. EXAMPLES 290
5. GENERAL RESULT 299
6. MODELS OF EVOLUTION 307
7. SOME REMARKS
AND
GENERALIZATIONS 319
8. WEAKLY COUPLED
REACTION-DIFFUSION EQUATIONS 325
9. RDE
SYSTEMS OF K.PP TYPE 344
10. RANDOM PERTURBATIONS OF RDE'S: PERTURBED BOUNDARY CONDITIONS 351
11. RANDOM PERTURBATIONS OF RDE'S: WHITE NOISE
IN THE EQUATION 362
REFERENCES 369
INDEX 371 |
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| series2 | Probability at Saint-Flour |
| spelling | Azencott, Robert Verfasser aut Large deviations at Saint-Flour [unchanged reprints of S.R.S. Varadhans chapter of LNM 1362 (1988) and M. Freidlins chapter of LNM 1527(1992) and an augmented translation from the french of R. Azencotts chapter of LNM 774(1980)] Robert Azencott ; Mark I. Freidlin ; S.R.S. Varadhan Heidelberg [u.a.] Springer 2013 VIII, 371 S. 24 cm txt rdacontent n rdamedia nc rdacarrier Probability at Saint-Flour Literaturangaben Große Abweichung (DE-588)4330658-5 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Große Abweichung (DE-588)4330658-5 s DE-604 Frejdlin, Mark I. Verfasser aut Varadhan, S. R. S. 1940- Verfasser (DE-588)13051957X aut X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=4095857&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027057908&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Azencott, Robert Frejdlin, Mark I. Varadhan, S. R. S. 1940- Large deviations at Saint-Flour [unchanged reprints of S.R.S. Varadhans chapter of LNM 1362 (1988) and M. Freidlins chapter of LNM 1527(1992) and an augmented translation from the french of R. Azencotts chapter of LNM 774(1980)] Große Abweichung (DE-588)4330658-5 gnd |
| subject_GND | (DE-588)4330658-5 (DE-588)4143413-4 |
| title | Large deviations at Saint-Flour [unchanged reprints of S.R.S. Varadhans chapter of LNM 1362 (1988) and M. Freidlins chapter of LNM 1527(1992) and an augmented translation from the french of R. Azencotts chapter of LNM 774(1980)] |
| title_auth | Large deviations at Saint-Flour [unchanged reprints of S.R.S. Varadhans chapter of LNM 1362 (1988) and M. Freidlins chapter of LNM 1527(1992) and an augmented translation from the french of R. Azencotts chapter of LNM 774(1980)] |
| title_exact_search | Large deviations at Saint-Flour [unchanged reprints of S.R.S. Varadhans chapter of LNM 1362 (1988) and M. Freidlins chapter of LNM 1527(1992) and an augmented translation from the french of R. Azencotts chapter of LNM 774(1980)] |
| title_full | Large deviations at Saint-Flour [unchanged reprints of S.R.S. Varadhans chapter of LNM 1362 (1988) and M. Freidlins chapter of LNM 1527(1992) and an augmented translation from the french of R. Azencotts chapter of LNM 774(1980)] Robert Azencott ; Mark I. Freidlin ; S.R.S. Varadhan |
| title_fullStr | Large deviations at Saint-Flour [unchanged reprints of S.R.S. Varadhans chapter of LNM 1362 (1988) and M. Freidlins chapter of LNM 1527(1992) and an augmented translation from the french of R. Azencotts chapter of LNM 774(1980)] Robert Azencott ; Mark I. Freidlin ; S.R.S. Varadhan |
| title_full_unstemmed | Large deviations at Saint-Flour [unchanged reprints of S.R.S. Varadhans chapter of LNM 1362 (1988) and M. Freidlins chapter of LNM 1527(1992) and an augmented translation from the french of R. Azencotts chapter of LNM 774(1980)] Robert Azencott ; Mark I. Freidlin ; S.R.S. Varadhan |
| title_short | Large deviations at Saint-Flour |
| title_sort | large deviations at saint flour unchanged reprints of s r s varadhans chapter of lnm 1362 1988 and m freidlins chapter of lnm 1527 1992 and an augmented translation from the french of r azencotts chapter of lnm 774 1980 |
| title_sub | [unchanged reprints of S.R.S. Varadhans chapter of LNM 1362 (1988) and M. Freidlins chapter of LNM 1527(1992) and an augmented translation from the french of R. Azencotts chapter of LNM 774(1980)] |
| topic | Große Abweichung (DE-588)4330658-5 gnd |
| topic_facet | Große Abweichung Aufsatzsammlung |
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