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Large Deviations and Metastability

Large Deviations and Metastability

Hardcover

Series: Encyclopedia of Mathematics and Its Applications, Book 100

Probability & Statistics

ISBN10: 0521591635
ISBN13: 9780521591638
Publisher: Cambridge University Press
Published: Feb 21 2005
Pages: 528
Weight: 1.95
Height: 1.30 Width: 6.40 Depth: 9.20
Language: English
This self-contained account of the main results in large deviation theory includes recent developments and emphasizes the Freidlin-Wentzell results on small random perturbations. Metastability is described on physical grounds, followed by the development of more exacting approaches to its description. The first part of the book then develops such pertinent tools as the theory of large deviations which is used to provide a physically relevant dynamical description of metastability. Written for graduate students, this book affords an excellent route into contemporary research as well.

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Probability & Statistics