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Analysis And Approximation Of Rare Events

Representations And Weak Convergence Methods

by Amarjit Budhiraja e Paul Dupuis
language: english
Publisher: SPRINGER-VERLAG NEW YORK INC., August of 2020 ‧
162,21€
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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: 9781493996223
Publisher: SPRINGER-VERLAG NEW YORK INC.
Release Date: August of 2020
Language: English
Dimensions: 156 x 234 x 20 mm
Cover: Softcover
Pages: 574
Format: Book
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9781493996223