A Weak Convergence Approach to the Theory of Large Deviations is popular PDF and ePub book, written by Paul Dupuis in 2011-09-09, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, A Weak Convergence Approach to the Theory of Large Deviations can be Read Online from any device for your convenience.
A Weak Convergence Approach to the Theory of Large Deviations Book PDF Summary
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 convergence theory toprove large deviation results. Beginning with a step-by-stepdevelopment of the approach, the book skillfully guides readersthrough models of increasing complexity covering a wide variety ofrandom variable-level and process-level problems. Representationformulas for large deviation-type expectations are a key tool andare developed systematically for discrete-time problems. Accessible to anyone who has a knowledge of measure theory andmeasure-theoretic probability, A Weak Convergence Approach to theTheory of Large Deviations is important reading for both studentsand researchers.
Detail Book of A Weak Convergence Approach to the Theory of Large Deviations PDF
- Author : Paul Dupuis
- Release : 09 September 2011
- Publisher : John Wiley & Sons
- ISBN : 9781118165898
- Genre : Mathematics
- Total Page : 506 pages
- Language : English
- PDF File Size : 21,9 Mb
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