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: 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.
(4648 views)
Book cover: Statistical PhysicsStatistical Physics
by - 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.
(7671 views)
Book cover: Statistical MechanifestoStatistical Mechanifesto
by - UCSD
This work is aimed at graduate and advanced undergraduate physics students. It contains a better entropy discussion, the Carnot conspiracy, Boltzmann distribution, entropy, free energy, meet Mr. Mole, chemical potential, and much more...
(4803 views)
Book cover: Bosonization of Interacting Fermions in Arbitrary DimensionsBosonization of Interacting Fermions in Arbitrary Dimensions
by - arXiv
In this book we describe a new non-perturbative approach to the fermionic many-body problem, which can be considered as a generalization to arbitrary dimensions of the well-known bosonization technique for one-dimensional fermions.
(5685 views)