Amarjit Budhiraja – författare
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2 produkter
2 produkter
Inbunden, Engelska, 2019
885 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.
Häftad, Engelska, 2020
885 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.