Utvidet returrett til 31. januar 2025

Analysis and Approximation of Rare Events

- Representations and Weak Convergence Methods

Om Analysis and Approximation of Rare Events

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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  • Språk:
  • Engelsk
  • ISBN:
  • 9781493995776
  • Bindende:
  • Hardback
  • Sider:
  • 574
  • Utgitt:
  • 11. august 2019
  • Utgave:
  • 12019
  • Dimensjoner:
  • 155x235x0 mm.
  • Vekt:
  • 1051 g.
  • BLACK NOVEMBER
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 18. desember 2024

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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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