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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:
  • 9781493996223
  • Bindende:
  • Paperback
  • Sider:
  • 574
  • Utgitt:
  • 15 august 2020
  • Utgave:
  • 12019
  • Dimensjoner:
  • 155x235x0 mm.
  • Vekt:
  • 902 g.
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Leveringstid: 2-4 uker
Forventet levering: 30 juli 2024

Beskrivelse av 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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