Analysis and Approximation of Rare Events Representations and Weak Convergence Methods /
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 normalized logarithms of probabiliti...
Κύριοι συγγραφείς: | Budhiraja, Amarjit (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Dupuis, Paul (http://id.loc.gov/vocabulary/relators/aut) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
New York, NY :
Springer US : Imprint: Springer,
2019.
|
Έκδοση: | 1st ed. 2019. |
Σειρά: | Probability Theory and Stochastic Modelling,
94 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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