£77.95

A Course on Large Deviations with an Introduction to Gibbs Measures (Graduate Studies in Mathematics)

Higher Education

Price data last checked 21 day(s) ago - will refresh soon

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£78 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 70 days · 70 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 70 days • 1 price levels

Days at Price

Price Analysis

Most common price: £78 (70 days, 100.0%)

Price range: £78 - £78

Price levels: 1 different prices over 70 days

Description

This is an introductory course on the methods of computing asymptotics of probabilities of rare events: the theory of large deviations. The book combines large deviation theory with basic statistical mechanics, namely Gibbs measures with their variational characterization and the phase transition of the Ising model, in a text intended for a one semester or quarter course. The book begins with a straightforward approach to the key ideas and results of large deviation theory in the context of independent identically distributed random variables. This includes Cramer's theorem, relative entropy, Sanov's theorem, process level large deviations, convex duality, and change of measure arguments. Dependence is introduced through the interactions potentials of equilibrium statistical mechanics. The phase transition of the Ising model is proved in two different ways: first in the classical way with the Peierls argument, Dobrushin's uniqueness condition, and correlation inequalities and then a second time through the percolation approach. Beyond the large deviations of independent variables and Gibbs measures, later parts of the book treat large deviations of Markov chains, the Gartner-Ellis theorem, and a large deviation theorem of Baxter and Jain that is then applied to a nonstationary process and a random walk in a dynamical random environment. 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.

Product Specifications

Format: hardcover
ASIN: 0821875787
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Education > Higher Education
Domain: Amazon UK
Release Date: 30 April 2015
Listed Since: 16 January 2015

Barcode

No barcode data available

A Course on Large Deviations with an Introduction to Gibbs Measures (Graduate Studies in Mathematics)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Phase Transitions in the Theory of Lattice Gases: 52 (New Mathematical Monographs, Series Number 52)

Random Graphs, Phase Transitions, and the Gaussian Free Field: PIMS-CRM Summer School in Probability, Vancouver, Canada, June 5–30, 2017: 304 (Springer Proceedings in Mathematics & Statistics, 304)

Advanced Statistical Mechanics (International Series O Monographs on Physics)

Equilibrium Statistical Mechanics of Lattice Models (Theoretical and Mathematical Physics)

Equilibrium Statistical Mechanics of Lattice Models (Theoretical and Mathematical Physics)

INTRO MODERN STATISTICAL MECHANICS

Limit Theorems For Associated Random Fields And Related Systems: 10 (Advanced Series On Statistical Science & Applied Probability)

Equilibrium and Non-Equilibrium Statistical Mechanics (New and Revised Printing)

Equilibrium and Non-Equilibrium Statistical Mechanics (New and Revised Printing)

Introduction to Statistical Physics (Graduate Texts in Contemporary Physics)

Markov Chains and Mixing Times

Quantum Ising Phases and Transitions in Transverse Ising Models: 862 (Lecture Notes in Physics, 862)

Ising-type Antiferromagnets: Model Systems in Statistical Physics and in the Magnetism of Exchange Bias: 196 (Springer Tracts in Modern Physics, 196)

Stochastic Processes and Random Matrices: Lecture Notes of the Les Houches Summer School: Volume 104, July 2015

E. T. Jaynes: Papers on Probability, Statistics and Statistical Physics: 158 (Synthese Library, 158)

Asymptotic Properties of Permanental Sequences: Related to Birth and Death Processes and Autoregressive Gaussian Sequences (SpringerBriefs in Probability and Mathematical Statistics)

Gibbs Measures and Phase Transitions: 9 (De Gruyter Studies in Mathematics, 9)

A Modern Course in Statistical Physics

Cambridge University Press - Replica Theory of Disordered Systems

Scaling Limits of Interacting Particle Systems: 320 (Grundlehren der mathematischen Wissenschaften, 320)

Probability and Statistical Physics in Two and More Dimensions (Clay Mathematics Proceedings): Proceedings of the Clay Mathematics Institute Summer ... Buzios, Brazil July 11-august 7, 2010

Random Explorations (Student Mathematical Library)

Statistical Mechanics of Disordered Systems: A Mathematical Perspective: 18 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 18)

Order, Disorder And Criticality: Advanced Problems Of Phase Transition Theory