Capa do artigo Analysis And Approximation Of Rare Events
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Analysis And Approximation Of Rare Events eBook

Representations And Weak Convergence Methods

by Amarjit Budhiraja e Paul Dupuis
language: english
Publisher: SPRINGER US, August of 2019 ‧
158,34€
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This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. By characterizing a large deviation principle in terms of Laplace asymptotics, one converts the proof of large deviation limits into the convergence of variational representations.

Analysis And Approximation Of Rare Events

Representations And Weak Convergence Methods

by Amarjit Budhiraja e Paul Dupuis

Property Description
ISBN: 9781493995790
Publisher: SPRINGER US
Release Date: August of 2019
Language: English
Format: eBook
File Format and Compatibility:
Collection: Probability Theory And Stochastic Modelling
Categories: eBooks in English > Science > Mathematics
EAN: 9781493995790
Acessibilidade: Ver características de acessibilidade indicadas pelo editor

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