Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods - Softcover

Book 27 of 35: Probability Theory and Stochastic Modelling

Budhiraja, Amarjit; Dupuis, Paul

 
9781493995783: Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods

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Synopsis

Preliminaries and elementary examples.- Discrete time processes.- Continuous time processes.- Monte Carlo approximation.​

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Other Popular Editions of the Same Title

9781493995776: Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods: 94 (Probability Theory and Stochastic Modelling, 94)

Featured Edition

ISBN 10:  1493995774 ISBN 13:  9781493995776
Publisher: Springer, 2019
Hardcover