Marknadens största urval
Fri frakt över 199 kr
Snabb leverans
Hjälp
Logga in
  1. Hem
  2. Böcker
  3. Företagande & lärande
  4. Analysis and Approximation of Rare Events

Analysis and Approximation of Rare Events

- Representations and Weak Convergence Methods

av Amarjit Budhiraja

del av Probability Theory and Stochastic Modelling-serien

Analysis and Approximation of Rare Events av Amarjit Budhiraja
Om Analysis and Approximation of Rare Events

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.

Visa mer
  • Språk:
  • Engelska
  • ISBN:
  • 9781493996223
  • Format:
  • Häftad
  • Sidor:
  • 574
  • Utgiven:
  • 15. augusti 2020
  • Utgåva:
  • 12019
  • Mått:
  • 155x235x0 mm.
  • Vikt:
  • 902 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 17. december 2024

Om Amarjit Budhiraja

Se alla böcker av Amarjit Budhiraja

Beskrivning av Analysis and Approximation of Rare Events

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.

Användarnas betyg av Analysis and Approximation of Rare Events



Andra köpte även...
Hitta liknande böcker
Boken Analysis and Approximation of Rare Events finns i följande kategorier:

Gör som tusentals andra bokälskare

Prenumerera på vårt nyhetsbrev för att få fantastiska erbjudanden och inspiration för din nästa läsning.