Analysis and Approximation of Rare Events
Amarjit Budhiraja, Paul Dupuis
Springer-Verlag New York Inc., 2019
158,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781493995776
- ISBN-10
- 1493995774
- Publisher
- Springer-Verlag New York Inc.
- Year
- 2019
- Publication date
- 2019-08-11
- Pages
- 574
- Dimensions
- 235x155x