An introduction to the theory of large deviations

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Spring-Verlag, Aug 1, 1984 - Business & Economics - 196 pages
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Introduction j 1 Brownian Motion in Small Time Strassens Iterated Logarithm
Large Deviations Some Generalities
Cramers Theorem

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About the author (1984)

Daniel W. Stroock is the Simons Professor of Mathematics at the Massachusetts Institute of Technology. His introduction to the study of partial differential equations was at the Courant Institute of Mathematical Sciences in courses by L. Nirenberg, P. Lax, and F. John. He is a member of the National Academy of Sciences and was the recipient of the 1996 AMS Steele Prize for seminal research together with S. R. S. Varadhan. This is Professor Stroock's seventh book.

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