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Large deviations
The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with sm...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
American Mathematical Society
2016
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2279674 |