Items related to A Weak Convergence Approach to the Theory of Large...
A Weak Convergence Approach to the Theory of Large Deviations: 313 (Wiley Series in Probability and Statistics) - Hardcover
Synopsis
Applies the well-developed tools of the theory of weak convergence of probability measures to large deviation analysis--a consistent new approach The theory of large deviations, one of the most dynamic topics in probability today, studies rare events in stochastic systems. The nonlinear nature of the theory contributes both to its richness and difficulty. This innovative text demonstrates how to employ the well-established linear techniques of weak convergence theory to prove large deviation results. Beginning with a step-by-step development of the approach, the book skillfully guides readers through models of increasing complexity covering a wide variety of random variable-level and process-level problems. Representation formulas for large deviation-type expectations are a key tool and are developed systematically for discrete-time problems. Accessible to anyone who has a knowledge of measure theory and measure-theoretic probability, A Weak Convergence Approach to the Theory of Large Deviations is important reading for both students and researchers.
"synopsis" may belong to another edition of this title.
Synopsis
The theory of large deviations studies rare events in stochastic systems and is one of the most rapidly expanding topics in probability today, with applications in areas such as statistics, probability, engineering and physics. This book develops the weak convergence approach to the theory essentially from scratch, illustrating it through several basic examples and applying the theory to numerous sophisticated models.
About the Author
PAUL DUPUIS is a professor in the Division of Applied Mathematics at Brown University in Providence, Rhode Island. RICHARD S. ELLIS is a professor in the Department of Mathematics and Statistics at the University of Massachusetts at Amherst.
"About this title" may belong to another edition of this title.
- PublisherWiley-Interscience
- Publication date1997
- ISBN 10 0471076724
- ISBN 13 9780471076728
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages504
Buy New
View this item
£ 181.80
£ 5.87 shipping from United Kingdom to U.S.A.
Destination, rates & speedsSearch results for A Weak Convergence Approach to the Theory of Large...
Stock Image
A Weak Convergence Approach to the Theory of Large Deviations
Seller: Brused Books, Pullman, WA, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. Inside is like new. No writing or names. Cover has light wear. Seller Inventory # 045094
Quantity: 1 available
Stock Image
A Weak Convergence Approach to the Theory of Large Deviations
Seller: Phatpocket Limited, Waltham Abbey, HERTS, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Seller Inventory # Z1-Q-027-02488
Quantity: 1 available
Stock Image
A Weak Convergence Approach to the Theory of Large Deviations
Print on DemandSeller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 4 out of 5 stars
HRD. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L1-9780471076728
Quantity: Over 20 available
Stock Image
A Weak Convergence Approach to the Theory of Large Deviations
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9780471076728_new
Quantity: Over 20 available
Stock Image
A Weak Convergence Approach to the Theory of Large Deviations
Seller: Buchpark, Trebbin, Germany
Seller rating 5 out of 5 stars
Condition: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. | Seiten: 508 | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 1278752/202
Quantity: 1 available
Seller Image
Weak Convergence Approach to the Theory of Large Deviations
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 30459
Quantity: Over 20 available
Seller Image
Weak Convergence Approach to the Theory of Large Deviations
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 30459-n
Quantity: Over 20 available
Stock Image
A Weak Convergence Approach to the Theory of Large Deviations
Print on DemandSeller: PBShop.store US, Wood Dale, IL, U.S.A.
Seller rating 5 out of 5 stars
HRD. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L1-9780471076728
Quantity: Over 20 available
Seller Image
Weak Convergence Approach to the Theory of Large Deviations
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 30459-n
Quantity: Over 20 available
Seller Image
Weak Convergence Approach to the Theory of Large Deviations
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 30459
Quantity: Over 20 available