Download the fantastic book titled A Weak Convergence Approach to the Theory of Large Deviations written by Paul Dupuis, available in its entirety in both PDF and EPUB formats for online reading. This page includes a concise summary, a preview of the book cover, and detailed information about "A Weak Convergence Approach to the Theory of Large Deviations", which was released on 09 September 2011. We suggest perusing the summary before initiating your download. This book is a top selection for enthusiasts of the Mathematics genre.
Summary of A Weak Convergence Approach to the Theory of Large Deviations by Paul Dupuis PDF
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 About A Weak Convergence Approach to the Theory of Large Deviations PDF
- Author : Paul Dupuis
- Publisher : John Wiley & Sons
- Genre : Mathematics
- Total Pages : 506 pages
- ISBN : 1118165896
- Release Date : 09 September 2011
- PDF File Size : 23,8 Mb
- Language : English
- Rating : 4/5 from 21 reviews
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