A Basic Introduction to Large Deviations: Theory, Applications, Simulations
by Hugo Touchette
Publisher: arXiv 2011
Number of pages: 56
Description:
The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic system is observed, the amplitude of the noise perturbing a dynamical system or the temperature of a chemical reaction.
Download or read it online for free here:
Download link
(1.4MB, PDF)
Similar books
Statistical Mechanics of Particlesby Mehran Kardar - MIT
Basic principles are examined: the laws of thermodynamics and the concepts of temperature, work, heat, and entropy. Postulates of classical statistical mechanics, microcanonical, canonical, and grand canonical distributions; lattice vibrations; etc.
(7795 views)
Statistical Physicsby Yuri Galperin, Jens Feder - University of Oslo
Statistical physics is a highly active part of physics. Many types of nonlinear systems are beyond our present understanding and theoretical tools. The purpose of this course is to acquaint you with the central issues of statistical mechanics.
(14989 views)
Statistical Physicsby Michael Cross - Caltech
The author discusses using statistical mechanics to understand real systems, rather than ideal systems that can be solved exactly. In addition dynamics and fluctuations are considered. These notes are an attempt to summarize the main points.
(11456 views)
Lecture notes on Generalised Hydrodynamicsby Benjamin Doyon - arXiv.org
I overview in a pedagogical fashion the main aspects of the theory of generalised hydrodynamics, a hydrodynamic theory for quantum and classical many-body integrable systems. Only a basic knowledge of hydrodynamics and integrable systems is assumed.
(2817 views)