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

(Bog, Paperback / softback, Engelsk)
Forfattere: Amarjit Budhiraja, Paul Dupuis
Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods
Forlag: Springer-Verlag New York Inc.

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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.

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Alle detaljer

Forlag Springer-Verlag New York Inc.
Forfattere Amarjit Budhiraja, Paul Dupuis
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 2019 ed.
Udgivelsesdato 15-08-2020
Første udgivelsesår 2020
Illustrationer 1 Illustrations, color; 13 Illustrations, black and white
Originalsprog United States
Sideantal 574
Indbinding Paperback / softback
Forlag Springer-Verlag New York Inc.
Sideoplysninger 574 pages, 1 Illustrations, color; 13 Illustrations, black and white
Mål 233 x 156 x 34
ISBN-13 / EAN-13 9781493996223