This volume contains lectures given at the 31st Probability Summer School in Saint-Flour (July 8-25, 2001). Simon Tavare's lectures serve as an introduction to the coalescent, and to inference for ancestral processes in population genetics. The stochastic computation methods described include rejection methods, importance sampling, Markov chain Monte Carlo, and approximate Bayesian methods. Ofer Zeitouni's course on "Random Walks in Random Environment" presents systematically the tools that have been introduced to study the model. A fairly complete description of available results in...
This volume contains lectures given at the 31st Probability Summer School in Saint-Flour (July 8-25, 2001). Simon Tavare's lectures serve as an int...
Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences.
The second edition, printed in 1998, included new material on concentration inequalities and...
Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, an...
