Analysis and Approximation of Rare Events Representations and Weak Convergence Methods /

• Κύριοι συγγραφείς: Budhiraja, Amarjit (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Dupuis, Paul (http://id.loc.gov/vocabulary/relators/aut)
• 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: Probabilities.; Applied mathematics.; Engineering mathematics.; Numerical analysis.; Probability Theory and Stochastic Processes.; Mathematical and Computational Engineering.; Numerical Analysis.

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...

Πίνακας περιεχομένων:

• Preliminaries and elementary examples
• Discrete time processes
• Continuous time processes
• Monte Carlo approximation.