Téléchargez le livre : A Weak Convergence Approach to the Theory of Large Deviations

A Weak Convergence Approach to the Theory of Large Deviations

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Éditeur :

Wiley-Interscience


Collection :

Wiley Series in Probability and Statistics

Paru le : 2011-09-09

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229,94 €
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Description
Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach

The theory of large deviations, one of the most dynamic topics inprobability today, studies rare events in stochastic systems. Thenonlinear nature of the theory contributes both to its richness anddifficulty. This innovative text demonstrates how to employ thewell-established linear techniques of weak convergence theory toprove large deviation results. Beginning with a step-by-stepdevelopment of the approach, the book skillfully guides readersthrough models of increasing complexity covering a wide variety ofrandom variable-level and process-level problems. Representationformulas for large deviation-type expectations are a key tool andare developed systematically for discrete-time problems.

Accessible to anyone who has a knowledge of measure theory andmeasure-theoretic probability, A Weak Convergence Approach to theTheory of Large Deviations is important reading for both studentsand researchers.
Pages
504 pages
Collection
Wiley Series in Probability and Statistics
Parution
2011-09-09
Marque
Wiley-Interscience
EAN papier
9780471076728
EAN PDF
9781118165898
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
504
Taille du fichier
18903 Ko
Prix
229,94 €

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