Logo

A Basic Introduction to Large Deviations: Theory, Applications, Simulations

Small book cover: A Basic Introduction to Large Deviations: Theory, Applications, Simulations

A Basic Introduction to Large Deviations: Theory, Applications, Simulations
by

Publisher: arXiv
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.

Home page url

Download or read it online for free here:
Download link
(1.4MB, PDF)

Similar books

Book cover: Non-Equilibrium ProcessesNon-Equilibrium Processes
by - Boston University
The author illustrates non-equilibrium statistical physics by presenting a number of current and paradigmatic examples of systems that are out of equilibrium, and elucidates the range of techniques available to solve these systems.
(3978 views)
Book cover: Fundamental Kinetic ProcessesFundamental Kinetic Processes
by - Boston University
The authors discuss the development of basic kinetic approaches to more complex and contemporary systems. Among the large menu of stochastic and irreversible processes, we chose the ones that we consider to be among the most instructive.
(6154 views)
Book cover: Thermal and Statistical PhysicsThermal and Statistical Physics
by - Princeton University Press
A text on two related subjects: thermodynamics and statistical mechanics. Computer simulations and numerical calculations are used in a variety of contexts. The book brings some of the recent advances in research into the undergraduate curriculum.
(10152 views)
Book cover: Thermodynamics and Statistical MechanicsThermodynamics and Statistical Mechanics
by - Indian Institute of Technology Guwahati
This text provides a firm grounding in the laws and principles of statistical mechanics and thermodynamics that are essential to the study of physics. It presents the subject in a clear manner, and is based on the up-to-date research in the field.
(1859 views)