A Weak Convergence Approach to the Theory of Large Deviations
Language: English
Published by John Wiley & Sons Feb 1997, 1997
- Hardcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 257.86
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Add to basketItem description from seller
Neuware - 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.…
Seller Inventory # 9780471076728
- Title
- A Weak Convergence Approach to the Theory of Large Deviations
- Author
- Paul Dupuis
- Publisher
- John Wiley & Sons Feb 1997
- Publication year
- 1997
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 0471076724
- ISBN 13
- 9780471076728
- Item weight
- 924 grams
- Dimensions
- 240x161x32 mm
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.
"Synopsis" may belong to another edition of this title.
About the Author
RICHARD S. ELLIS is a professor in the Department of Mathematics and Statistics at the University of Massachusetts at Amherst.
"About the title" may belong to another edition of this title.
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