Items related to A Weak Convergence Approach to the Theory of Large...
Synopsis
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.
"synopsis" may belong to another edition of this title.
From the Publisher
This book presents a new and widely applicable method to the theory of large deviations. This approach allows large deviation problems, which are nonlinear, to be reduced to problems that are essentially linear in nature (weak convergence improbability). The authors develop the weak convergence method from scratch, illustrate via several basic examples and then apply it to a number of sophisticated models. Much of the material in the text is being published for the first time.
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
Search 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
Seller Image
Weak Convergence Approach to the Theory of Large Deviations
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 4 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 4 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
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
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. Außen: verschmutzt. Innen: Seiten verschmutzt, Seiten vergilbt. | Seiten: 508 | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 1278752/2
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 5 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
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