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Hardcover A Weak Convergence Approach to the Theory of Large Deviations Book

ISBN: 0471076724

ISBN13: 9780471076728

A Weak Convergence Approach to the Theory of Large Deviations

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...

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Format: Hardcover

Condition: New

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Related Subjects

Math Mathematics Science & Math

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