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Analysis and Approximation of Rare Events

- Representations and Weak Convergence Methods

av Amarjit Budhiraja

del av Probability Theory and Stochastic Modelling-serien

Analysis and Approximation of Rare Events av Amarjit Budhiraja
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:
  • Engelska
  • ISBN:
  • 9781493996223
  • Format:
  • Häftad
  • Sidor:
  • 574
  • Utgiven:
  • 15. augusti 2020
  • Utgåva:
  • 12019
  • Mått:
  • 155x235x0 mm.
  • Vikt:
  • 902 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 16. december 2024

Om Amarjit Budhiraja

Se alla böcker av Amarjit Budhiraja

Beskrivning 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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