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A Weak Convergence Approach to the Theory of Large Deviations
Language: en
Pages: 506
Authors: Paul Dupuis
Categories: Mathematics
Type: BOOK - Published: 2011-09-09 - Publisher: John Wiley & Sons

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Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of la
A Weak Convergence Approach to the Theory of Large Deviations
Language: en
Pages: 522
Authors: Paul Dupuis
Categories: Mathematics
Type: BOOK - Published: 1997-02-27 - Publisher: John Wiley & Sons

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Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of la
Large Deviations and Idempotent Probability
Language: en
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Categories: Business & Economics
Type: BOOK - Published: 2001-05-07 - Publisher: CRC Press

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In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large devia
Analysis and Approximation of Rare Events
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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. A feat
Large Deviations for Stochastic Processes
Language: en
Pages: 426
Authors: Jin Feng
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Type: BOOK - Published: 2006 - Publisher: American Mathematical Soc.

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The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in