A Weak Convergence Approach to the Theory of Large Deviations

Released on by Paul Dupuis
preview-18

  • A Weak Convergence Approach to the Theory of Large Deviations Book Detail

  • Author : Paul Dupuis
  • Release Date : 2011-09-09
  • Publisher : John Wiley & Sons
  • Genre : Mathematics
  • Pages : 506
  • ISBN 13 : 1118165896
  • File Size : 13,13 MB
DOWNLOAD BOOK

A Weak Convergence Approach to the Theory of Large Deviations by Paul Dupuis PDF Summary

Book Description: Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of large deviations, one of the most dynamic topics inprobability today, studies rare events in stochastic systems. Thenonlinear nature of the theory contributes both to its richness anddifficulty. This innovative text demonstrates how to employ thewell-established linear techniques of weak convergence theory toprove large deviation results. Beginning with a step-by-stepdevelopment of the approach, the book skillfully guides readersthrough models of increasing complexity covering a wide variety ofrandom variable-level and process-level problems. Representationformulas for large deviation-type expectations are a key tool andare developed systematically for discrete-time problems. Accessible to anyone who has a knowledge of measure theory andmeasure-theoretic probability, A Weak Convergence Approach to theTheory of Large Deviations is important reading for both studentsand researchers.

Disclaimer: www.yourbookbest.com does not own A Weak Convergence Approach to the Theory of Large Deviations books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Large Deviations and Idempotent Probability

Large Deviations and Idempotent Probability

File Size : 59,59 MB
Total View : 6949 Views
DOWNLOAD

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

Analysis and Approximation of Rare Events

File Size : 64,64 MB
Total View : 3122 Views
DOWNLOAD

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

Large Deviations for Stochastic Processes

File Size : 42,42 MB
Total View : 1576 Views
DOWNLOAD

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