Analysis and Approximation of Rare Events
«“The book is very well organized and the structure of each chapter is helpful: notation, assumptions, statements, examples, proofs and comments are clearly separated. … this makes the book a good reference for researchers interested in rare event analysis and approximation.” (Charles-Edouard Bréhier, Mathematical Reviews, August, 2020)
“The current book requires a solid background in weak convergence of probability measures and stochastic analysis, and it is intended for advanced graduate students, post-doctoral fellows and researchers working in this area.” (Anatoliy Swishchuk, zbMATH 1427.60003, 2020)»
This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values. Les mer
Detaljer
- Forlag
- Springer-Verlag New York Inc.
- Innbinding
- Innbundet
- Språk
- Engelsk
- Sider
- 574
- ISBN
- 9781493995776
- Utgivelsesår
- 2019
- Format
- 24 x 16 cm
Anmeldelser
«“The book is very well organized and the structure of each chapter is helpful: notation, assumptions, statements, examples, proofs and comments are clearly separated. … this makes the book a good reference for researchers interested in rare event analysis and approximation.” (Charles-Edouard Bréhier, Mathematical Reviews, August, 2020)
“The current book requires a solid background in weak convergence of probability measures and stochastic analysis, and it is intended for advanced graduate students, post-doctoral fellows and researchers working in this area.” (Anatoliy Swishchuk, zbMATH 1427.60003, 2020)»