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Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods Amarjit Budhiraja 2019 edition
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Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods
Amarjit Budhiraja
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.
574 pages, 1 Illustrations, color; 13 Illustrations, black and white; XIX, 574 p. 14 illus., 1 illus
| Medie | Bøger Paperback Bog (Bog med blødt omslag og limet ryg) |
| Udgivet | 15. august 2020 |
| ISBN13 | 9781493996223 |
| Forlag | Springer-Verlag New York Inc. |
| Antal sider | 574 |
| Mål | 150 × 220 × 10 mm · 902 g |
| Sprog | Engelsk |
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