Bøger af Ofer Zeitouni

Large deviation estimates have proved to be a crucial tool in statistics, engineering, statistical mechanics, and applied probability. This new edition presents an introduction to the theory of large deviations, with rigorous mathematical applications from a wide range of areas, including electrical engineering and DNA sequencing.

The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences.The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations.

Molchanov, S.: Lectures on random media.- Zeitouni, Ofer: Random walks in random environment.-den Hollander, Frank: Random polymers

This volume contains lectures given at the 31st Probability Summer School in Saint-Flour (July 8-25, 2001). The stochastic computation methods described include rejection methods, importance sampling, Markov chain Monte Carlo, and approximate Bayesian methods. A fairly complete description of available results in dimension 1 is given.