Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Image from Google Jackets

course on large deviations with an introduction to Gibbs measures / Firas Rassoul-Agha andTimo Seppalainen.

By: Contributor(s): Material type: TextTextSeries: Graduate studies in mathematics ; v 162.Publication details: Providence : American Mathematical Society, ©2015.Description: xiv, 318 p. : ill. ; 27 cmISBN:
  • 9780821875780 (alk. paper)
Subject(s): DDC classification:
  • 519.2 23 R228
Contents:
1. Introductory discussion -- 2. The large deviation principle -- 3. Large deviations and asymptotics of integrals -- 4. Convex analysis in large deviation theory -- 5. Relative entropy and large deviations for empirical measures -- 6. Process level large deviations for i.i.d. fields -- 7. Formalism for classical lattice systems -- 8. Large deviations and equilibrium statistical mechanics -- 9. Phase transition in the Ising model -- 10. Percolation approach to phase transition -- 11. Further asymptotics for i.i.d random variables -- 12. Large deviations through the limiting generating function -- 13. Large deviations for Markov chains -- 14. Convexity criterion for large deviations -- 15. Nonstationary independent variables -- 16. Random walk in a dynamical random environment -- Appendixes: A. Analysis -- B. Probability -- C. Inequalities from statistical mechanics -- D. Nonnegative matrices.
Summary: The book combines large deviation theory with basic statistical mechanics, namely Gibbs measures with their variational characterization and the phase transition of the Ising model, in a text intended for a one semester or quarter course. The book begins with a straightforward approach to the key ideas and results of large deviation theory in the context of independent identically distributed random variables. This includes Cramer's theorem, relative entropy, Sanov's theorem, process level large deviations, convex duality, and change of measure arguments. Dependence is introduced through the interactions potentials of equilibrium statistical mechanics. The phase transition of the Ising model is proved in two different ways: first in the classical way with the Peierls argument, Dobrushin's uniqueness condition, and correlation inequalities and then a second time through the percolation approach. Beyond the large deviations of independent variables and Gibbs measures, later parts of the book treat large deviations of Markov chains, the Gartner-Ellis theorem, and a large deviation theorem of Baxter and Jain that is then applied to a nonstationary process and a random walk in a dynamical random environment. The book has been used with students from mathematics, statistics, engineering, and the sciences and has been written for a broad audience with advanced technical training. Appendixes review basic material from analysis and probability theory and also prove some of the technical results used in the text.
Tags from this library: No tags from this library for this title. Log in to add tags.

Includes bibliographical references and indexes.

1. Introductory discussion --
2. The large deviation principle --
3. Large deviations and asymptotics of integrals --
4. Convex analysis in large deviation theory --
5. Relative entropy and large deviations for empirical measures --
6. Process level large deviations for i.i.d. fields --
7. Formalism for classical lattice systems --
8. Large deviations and equilibrium statistical mechanics --
9. Phase transition in the Ising model --
10. Percolation approach to phase transition --
11. Further asymptotics for i.i.d random variables --
12. Large deviations through the limiting generating function --
13. Large deviations for Markov chains --
14. Convexity criterion for large deviations --
15. Nonstationary independent variables --
16. Random walk in a dynamical random environment --
Appendixes: A. Analysis --
B. Probability --
C. Inequalities from statistical mechanics --
D. Nonnegative matrices.

The book combines large deviation theory with basic statistical mechanics, namely Gibbs measures with their variational characterization and the phase transition of the Ising model, in a text intended for a one semester or quarter course. The book begins with a straightforward approach to the key ideas and results of large deviation theory in the context of independent identically distributed random variables. This includes Cramer's theorem, relative entropy, Sanov's theorem, process level large deviations, convex duality, and change of measure arguments. Dependence is introduced through the interactions potentials of equilibrium statistical mechanics. The phase transition of the Ising model is proved in two different ways: first in the classical way with the Peierls argument, Dobrushin's uniqueness condition, and correlation inequalities and then a second time through the percolation approach. Beyond the large deviations of independent variables and Gibbs measures, later parts of the book treat large deviations of Markov chains, the Gartner-Ellis theorem, and a large deviation theorem of Baxter and Jain that is then applied to a nonstationary process and a random walk in a dynamical random environment. The book has been used with students from mathematics, statistics, engineering, and the sciences and has been written for a broad audience with advanced technical training. Appendixes review basic material from analysis and probability theory and also prove some of the technical results used in the text.

There are no comments on this title.

to post a comment.
Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in