Ebooks d'Amarjit Budhiraja en PDF et EPUB

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Analysis and Approximation of Rare Events
Amarjit Budhiraja , Paul Dupuis
This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as...

Editeur : Springer
Parution : 2019-08-10
Collection : Probability Theory and Stochastic Modelling
PDF, ePub

137,14 €