Gabrielli, "Large deviations for empirical entropies of Gibbsian sources", math. I wish I could write papers like this. Kautz "Activation energy for thermally induced escape from a basin of attraction", Physics Letters A : "Thermally induced escape: The principle of minimum available noise energy", Physical Review A 38 : Alexander Korostelev, "A minimaxity criterion in nonparametric regression based on large-deviations probabilities", Annals of Statistics 24 : C. Newman, J. Cohen and C. Kipnis, "Neo-darwinian evolution implies punctuated equilibria", Nature : Steven Orey and Stephan Peliken, "Large deviations principles for stationary processes", Annals of Probability 16 : Eric Smith, "Large-deviation principles, stochastic effective actions, path entropies, and the structure and meaning of thermodynamic descriptions", arxiv Algoet and Brian H.
Theory 38 : F. Altarelli, A.
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Braunstein, L. Zecchina, "Large deviations of cascade processes on graphs", Physical Review E 87 : , arxiv Barral and P.
King's College London - 7CCMNE06 Rare Events and Large Deviations
Bertini, A. De Sole, D.
Gabrielli, G. Jona-Lasinio, C. Budini, "Large deviations of ergodic counting processes: a statistical mechanics approach", Physical Review E 84 : , arxiv Derrida, Joel L. Lebowitz and Eugene R. Peletier, Upanshu Sharma, "Coarse-graining and fluctuations: Two birds with one stone", arxiv The large-deviation functions are given in terms of the typical properties of a modified dynamics, and since they no longer involve rare events, can be evaluated efficiently and over a wider ranges of values.
A survey", arxiv Gulinskii and R. Our fundamental philosophy in doing so is first to convert all of the hypothesis testing problems completely to the pertinent computation problems in the large deviation-probability theory.
Large Deviations and Queues
A probabilistic approach to the reduite in optimal stopping. Evans and H. A PDE approach to some aymptotic problems concerning random differential equations with small noise intensities. Feng and T.
Large Deviations for Stochastic Processes. Mathematical Surv. Exit probabilities and optimal stochastic control. Fleming and H. Controlled Markov Processes and Viscosity Solutions. Applications of Math.
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Springer, New York, Fleming and P. A PDE-viscosity solution approach to some problems of large deviations. Pisa Cl. Freidlin and A. Random Perturbations of Dynamical Systems. Studies in Math.
Fully nonlinear oblique derivative problems for nonlinear second-order elliptic PDE's. Duke Math. Kobylanski , M. Quenez and E. Optimal multiple stopping time problem. Partial Defferential Equations 8 ; Lions and A. Stochastic differential equations with reflecting boundary conditions.
A large deviations approach to optimal long term investment. Finance Stoch. The book has been used with students from mathematics, statistics, engineering, and the sciences and has been written for a broad audience with advanced technical training. Appendixes review basic material from analysis and probability theory and also prove some of the technical results used in the text.
Graduate students interested in probability, the theory of large deviations, and statistical mechanics.
It possesses a great value as an introduction for more and more people students and experienced researchers to these beautiful and highly active theories, as it is written in a very motivating and fresh style I think the authors did a very good job to provide a text that can be taken as a base for an interesting and useful lecture without much preparation or as a quick but thorough introduction to this subject.
AMS Homepage. Join our email list. Sign up. Ordering on the AMS Bookstore is limited to individuals for personal use only. Advanced search. Abstract: This is an introductory course on the methods of computing asymptotics of probabilities of rare events: the theory of large deviations. Volume: Publication Month and Year: Copyright Year: Page Count: