A weak convergence approach to the theory of large deviations /
Applies the well-developed tools of the theory of weak convergence of probability measures to large deviation analysis--a consistent new approachThe theory of large deviations, one of the most dynamic topics in probability today, studies rare events in stochastic systems. The nonlinear nature of the...
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| Format: | eBook |
| Language: | English |
| Language Notes: | English. |
| Published: |
New York :
Wiley,
©1997.
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | Applies the well-developed tools of the theory of weak convergence of probability measures to large deviation analysis--a consistent new approachThe 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 t. |
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| Physical Description: | 1 online resource (xvii, 479 pages) : illustrations |
| Bibliography: | Includes bibliographical references (pages 458-462) and indexes. |
| ISBN: | 9781118165904 111816590X 9781118165898 1118165896 1283274000 9781283274005 9786613274007 6613274003 |