Weak Convergence Approach to the Theory of Large Deviations

Auteur: Dupuis, Paul
Editeur: John Wiley & Sons Inc
Applies the well-developed tools of the theory of weak convergence of probability measures to large deviation analysis--a consistent new approach The theory of large deviations, one of the most dynamic topics in probability today, studies rare events in stochastic systems.
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Applies the well-developed tools of the theory of weak convergence of probability measures to large deviation analysis--a consistent new approach The theory of large deviations, one of the most dynamic topics in probability today, studies rare events in stochastic systems.
ISBN / EAN 9780471076728
Auteur Dupuis, Paul
Editeur John Wiley & Sons Inc