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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 €
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Télécharger le livre : A Weak Convergence Approach to the Theory of Large Deviations
Paul Dupuis , Richard S. Ellis
A Weak Convergence Approach to the Theory of Large Deviations
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...
Editeur : Wiley-Interscience
Parution : 2011-09-09
Collection : Wiley Series in Probability and Statistics
Format(s) : PDF
229,94 €
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