Large deviations techniques and applications by Amir Dembo, Ofer Zeitouni

By Amir Dembo, Ofer Zeitouni

This ebook offers an advent to the idea of enormous deviations. huge deviation estimates have proved to be the the most important device required to deal with many questions in facts, engineering, statistial mechanics, and utilized likelihood. the math is rigorous and the functions come from quite a lot of components, together with electric engineering and DNA sequences. the second one variation comprises new fabric on focus inequalities and the metric and vulnerable convergence techniques to massive deviations. common statements and functions were sharpened, new routines further, and the bibliography up-to-date.

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This limit action function is a strictly concave holomorphic function ofb. 6. The Behavior of Deviations in the Phase Transition Regime As we have mentioned already, the behavior of the large deviations in the phase transition regime is not classical. In particular it is known ([I]) that the function H(z) is not holomorphic at z = 0 if f3 is large enough, contrary to the functions HN(Z), which are holomorphic in some neighborhoods around zero, even they shrink to zero as N -> 00 . The same holds for the functions I(z) and IN(z).

And Linnik, Yu . I. (1977) . Independent and Stationary Sequences of Ran[IL] dom Variables. Walters-Noordhoff, Groningen. Isakov, S . N. (1984) . Nonanalytic features of the first order phase transition in the Ising (1) model. Communications in Mathemati cal Physics 95 , 427-443. Khinchin, A. I. (1929) . Ub er einen n euen grenzwertsatz der wahrscheinlichkeitsreclumng. [Kh] Math ematische Annalen 101, 745 -752 . Kotecky, R . and Preiss, D . (1986). Cluster expansion for abstract polymer models.

D errida, B . and Evans , M . R . (1993) . Ex act correlation functions in an asymmetric exclusion model with op en boundaries. Jou rnal de Physique I 3, 311-322 . Schiitz, G . (19 93). G en eralized Bethe ansatz solution of a one-dimensional asymmetric exclusion pro cess on a ring with blockag e . Journal of Statist ical Physics 71 , 471-505 ,. Schutz, G . and Domany, E . (1993) . Phase transition s in an exactly soluble one-dimensional exclusion process . Journal of Statistical Physi cs 72, 277 -296.

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