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 Statistical MechanicsNon-equilibrium Statistical Mechanics
by - arXiv
We review some of the many recent activities on non-equilibrium statistical mechanics, focusing on general aspects. Using the language of stochastic Markov processes, we emphasize general properties of the evolution of configurational probabilities.
(10602 views)
Book cover: Theoretical Physics IV: Statistical PhysicsTheoretical Physics IV: Statistical Physics
by - Clausthal University of Technology
From the table of contents: Entropy and Information; The ideal Boltzmann gas; Equilibrium; Thermodynamic Processes; The Language of Thermodynamics; The Language of Statistical Physics; Non-interacting Model Systems; Non-interacting particles.
(10048 views)
Book cover: Statistical Mechanics of Nonequilibrium LiquidsStatistical Mechanics of Nonequilibrium Liquids
by - ANU E Press
The book charts the development and theoretical analysis of molecular dynamics as applied to equilibrium and non-equilibrium systems. It connects molecular dynamics simulation with the mathematical theory to understand non-equilibrium steady states.
(14720 views)
Book cover: Statistical Physics IIStatistical Physics II
by - University of Guelph
From the table of contents: Review of thermodynamics; Statistical mechanics of isolated systems; Statistical mechanics of interacting systems; Information theory; Paramagnetism; Quantum statistics of ideal gases; Black-body radiation.
(12752 views)