Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods - Amarjit Budhiraja - Bøker - Springer-Verlag New York Inc. - 9781493996223 - 15. august 2020
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Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods 2019 edition

Amarjit Budhiraja

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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

Media Bøker     Pocketbok   (Bok med mykt omslag og limt rygg)
Utgitt 15. august 2020
ISBN13 9781493996223
Utgivere Springer-Verlag New York Inc.
Antall sider 574
Mål 150 × 220 × 10 mm   ·   902 g
Språk Engelsk  

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