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
Phase Transitions and Collective Phenomenaby Ben Simons - University of Cambridge
Contents -- Preface; Chapter 1: Critical Phenomena; Chapter 2: Ginzburg-Landau Theory; Chapter 3: Scaling Theory; Chapter 4: Renormalisation Group; Chapter 5: Topological Phase Transitions; Chapter 6: Functional Methods in Quantum Mechanics.
(8309 views)
Non-Equilibrium Statistical Mechanicsby Gunnar Pruessner - Imperial College London
This is an attempt to deliver, within a couple of hours, a few key-concepts of non-equilibrium statistical mechanics. The goal is to develop some ideas of contemporary research. Many of the ideas are illustrated or even introduced by examples.
(8333 views)
Statistical Field Theoryby R R Horgan - University of Cambridge
These notes are concerned with the physics of phase transitions: the phenomenon that in particular environments, many systems exhibit singularities in the thermodynamic variables which best describe the macroscopic state of the system.
(9846 views)
An Introduction to Monte Carlo Simulations in Statistical Physicsby K. P. N. Murthy - arXiv
A brief introduction to the technique of Monte Carlo simulations in statistical physics. The topics covered include statistical ensembles random and pseudo random numbers, random sampling techniques, importance sampling, Markov chain, etc.
(12137 views)