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Analysis and Approximation of Rare Events — Representations and Weak Convergence Methods. An English-language digital edition by Amarjit Budhiraja; Paul Dupuis, available in PDF.
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This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A…
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| Author | Amarjit Budhiraja; Paul Dupuis |
|---|---|
| Publisher | Springer US |
| Language | English |
| ISBN | 9781493995776, 9781493995790 |
| Format | |
| Publication date | August 10, 2019 |
| DRM | DRM-free edition available |
| Download format | PDF (.pdf) |
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