1 résultat(s)
Télécharger le livre : Analysis and Approximation of Rare Events
Amarjit Budhiraja , Paul Dupuis
Analysis and Approximation of Rare Events
This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as...
Editeur : Springer
Parution : 2019-08-10
Collection : Probability Theory and Stochastic Modelling
Format(s) : PDF, ePub
137,14 €
Téléchargement immédiat
Dès validation de votre commande