ANALYSIS AND APPROXIMATION OF RARE EVENTS by Amarjit Budhiraja ( 9781493995776 )

Item Details

Title:

ANALYSIS AND APPROXIMATION OF RARE EVENTS
REPRESENTATIONS AND WEAK CONVERGENCE METHODS

By:

Amarjit Budhiraja

Format:

Hardback

List price:

£119.99

Our price:

£104.99

Discount:

12.5% off

You save:

£15.00

ISBN 10:

1493995774

ISBN 13:

9781493995776

Availability:

Usually dispatched within 1-3 weeks.

Delivery rates

Stock:

Currently 0 available

Publisher:

SPRINGER-VERLAG NEW YORK INC.

Pub. date:

29 August, 2019

Series:

Probability Theory and Stochastic Modelling

Pages:

549

Description:

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.

Illustrations:

XVIII, 549 p.

Returns:

Returnable

Some other items by this author:

A WEAK CONVERGENCE APPROACH TO THE THEORY OF LARGE DEVIATIONS

A WEAK CONVERGENCE APPROACH TO THE THEORY OF LARGE DEVIATIONS (HB)

ANALYSIS AND APPROXIMATION OF RARE EVENTS

E5 MOVEMENT

NUMERICAL METHODS FOR STOCHASTIC CONTROL PROBLEMS IN CONTINUOUS TIME (HB)

NUMERICAL METHODS FOR STOCHASTIC CONTROL PROBLEMS IN CONTINUOUS TIME (PB)

Information provided by www.pickabook.co.uk