Large Deviations at Saint-Flour

ISBN-13: 9783642331992 / Angielski / Miękka / 2012 / 371 str.

Robert Azencott; Mark I. Freidlin; S. R. S. Varadhan

Opis

Includes: Azencott, R: Large deviations and applications; Freidlin, Mark I Semi-linear PDE's and limit theorems for large deviations; Varadhan, Srinivasa R S: Large deviations and applications.

Spis treści

Azencott, R. : Large deviations and applications.- Freidlin, Mark I. Semi-linear PDE's and limit theorems for large deviations- Varadhan, Srinivasa R.S.: Large deviations and applications.

Blurb

Founded in 1971, the Saint-Flour Probability Summer School is organised every year by the mathematics department of the Université Blaise Pascal at Clermont-Ferrand, France, and held in the pleasant surroundings of an 18th century seminary building in the city of Saint-Flour, located in the French Massif Central, at an altitude of 900 m.

It attracts a mixed audience of up to 70 PhD students, instructors and researchers interested in probability theory, statistics, and their applications, and lasts 2 weeks. Each summer it provides, in three high-level courses presented by international specialists, a comprehensive study of some subfields in probability theory or statistics. The participants thus have the opportunity to interact with these specialists and also to present their own research work in short lectures.

The lecture courses are written up by their authors for publication in the LNM series.