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Analysis and approximation of rare events: representations and weak convergence methods
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 probabiliti...
Autores principales: | Budhiraja, Amarjit, Dupuis, Paul |
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Lenguaje: | eng |
Publicado: |
Springer
2019
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/978-1-4939-9579-0 http://cds.cern.ch/record/2691375 |
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