All ebooks by Amarjit Budhiraja in PDF and EPUB

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Add to my wish list Analysis and Approximation of Rare Events Amarjit Budhiraja , Paul Dupuis 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... Publication date: 2019-08-10 Format: PDF, ePub Publisher: Springer Collection: Probability Theory and Stochastic Modelling PDF ePub Add to basket £119,50

Add to my wish list

Analysis and Approximation of Rare Events

Amarjit Budhiraja , Paul Dupuis

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...

Publication date: 2019-08-10

Format: PDF, ePub

Publisher: Springer

Collection: Probability Theory and Stochastic Modelling

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£119,50

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