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Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods - Probability Theory and Stochastic Modelling Amarjit Budhiraja 2019 edition
Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods - Probability Theory and Stochastic Modelling
Amarjit Budhiraja
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 | Books Hardcover Book (Book with hard spine and cover) |
| Released | August 11, 2019 |
| ISBN13 | 9781493995776 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 574 |
| Dimensions | 150 × 220 × 20 mm · 1.05 kg |
| Language | English |
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