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Télécharger le livre :  Analysis and Approximation of Rare Events
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Analysis and Approximation of Rare Events


Amarjit Budhiraja , Paul Dupuis


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...

Parution : 2019-08-10
Format(s) : PDF, ePub
Éditeur : Springer
J'achète
137,14
Télécharger le livre :  A Weak Convergence Approach to the Theory of Large Deviations
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A Weak Convergence Approach to the Theory of Large Deviations


Paul Dupuis , Richard S. Ellis


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...

Parution : 2011-09-09
Format(s) : PDF
Éditeur : Wiley-Interscience
J'achète
229,94

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