A weak convergence approach to the theory of large deviations:
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Dupuis, Paul (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: New York Wiley ©1997
Schriftenreihe:Wiley series in probability and statistics. Probability and statistics
Schlagworte:
Online-Zugang:FRO01
UBG01
Volltext
Beschreibung:"A Wiley-Interscience publication."
Includes bibliographical references (pages 458-462) and indexes
Applies the well-developed tools of the theory of weak convergence of probability measures to large deviation analysis--a consistent new approachThe theory of large deviations, one of the most dynamic topics in probability today, studies rare events in stochastic systems. The nonlinear nature of the theory contributes both to its richness and difficulty. This innovative text demonstrates how to employ the well-established linear techniques of weak convergence theory to prove large deviation results. Beginning with a step-by-step development of the approach, the book skillfully guides readers t
Beschreibung:1 Online-Ressource (xvii, 479 pages)
ISBN:9781118165904
111816590X
9781118165898
1118165896
0471076724
9780471076728

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Volltext öffnen