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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Contents

Introduction j 1 Brownian Motion in Small Time Strassens Iterated Logarithm
2
Large Deviations Some Generalities
23
Cramers Theorem
30
Copyright

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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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