Author | Stroock, D. W. author |
---|---|
Title | An Introduction to the Theory of Large Deviations [electronic resource] / by D. W. Stroock |
Imprint | New York, NY : Springer New York, 1984 |
Connect to | http://dx.doi.org/10.1007/978-1-4613-8514-1 |
Descript | 196 p. online resource |
0. Introduction -- 1. Brownian Motion in Small Time, Strassenโ{128}{153}s Iterated Logarithm -- 2. Large Deviations, Some Generalities -- 3. Cramรฉrโ{128}{153}s Theorem -- 4. Large Deviation Principle for Diffusions -- 5. Introduction to Large Deviations from Ergodic Phenomena -- 6. Existence of a Rate Function -- 7. Identification of the Rate Function -- 8. Some Non-Uniform Large Deviation Results -- 9. Logarithmic Sobolev Inequalities