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Analysis And Approximation Of Rare Events
Representations And Weak Convergence Methods
idioma: inglês
Editor:
SPRINGER-VERLAG NEW YORK INC., agosto de 2020 ‧
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124,37€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781493996223 |
| Editor: | SPRINGER-VERLAG NEW YORK INC. |
| Data de Lançamento: | agosto de 2020 |
| Idioma: | Inglês |
| Dimensões: | 156 x 234 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 574 |
| Tipo de produto: | Livro |
| Classificação Temática: |
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| EAN: | 9781493996223 |