Large Deviations and Metastability (Encyclopedia of Mathematics and its Applications)
Publisher: Cambridge University Press
Published: February 21, 2005
Language: eng
Format: Hardcover
Number of pages: 528
ISBN-13: 9780521591638
Subjects: Probability & statistics; Probability & Statistics - General; Mathematics; Science/Mathematics; Mathematics / Statistics; Grote afwijkingen.; Large deviations; Stability; gtt
First sentence: In the analysis of a system with a large number of interacting components (at a microscopic level) it is of clear importance to find out about its collective, or macroscopic, behaviour.
Description: "This book provides a general introduction to the theory of large deviations and a wide overview of the metastable behaviour of stochastic dynamics. With only minimal prerequisites, the book covers all the main results and brings the reader to the most recent developments. Written to be accessible to graduate students, this book provides an excellent route into contemporary research."--Jacket.