Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods

Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods 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. Autor: Amarjit Budhiraja, Paul Dupuis Wydawnictwo: Springer-Verlag New York Inc. Rok wydania: 2019 Okładka: twarda Liczba stron: 574 Wymiary: 23.5 x 15.5 cm Ilustracje: 1 Illustrations, color; 13 Illustrations, black and white; XIX, 574 p. 14 illus., 1 illus. in color. Język: angielski ISBN: 9781493995776