Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods - Amarjit Budhiraja - Books - Springer-Verlag New York Inc. - 9781493996223 - August 15, 2020
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Amarjit Budhiraja
Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods 2019 edition

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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.

574 pages, 1 Illustrations, color; 13 Illustrations, black and white; XIX, 574 p. 14 illus., 1 illus

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 15, 2020
ISBN13 9781493996223
Publishers Springer-Verlag New York Inc.
Pages 574
Dimensions 150 × 220 × 10 mm   ·   902 g
Language English  
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