Book of Donmon Teith

Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of la

Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of la

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

This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feat

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