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2 produkter
2 produkter
Analysis and Approximation of Rare Events
Representations and Weak Convergence Methods
Inbunden, Engelska, 2019
898 kr
Skickas inom 5-8 vardagar
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.
Analysis and Approximation of Rare Events
Representations and Weak Convergence Methods
Häftad, Engelska, 2020
898 kr
Skickas inom 5-8 vardagar
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.