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{ "item_title" : "A Weak Convergence Approach to the Theory of Large Deviations", "item_author" : [" Paul Dupuis", "Richard S. Ellis "], "item_description" : "The theory of large deviations studies rare events in stochastic systems and is one of the most rapidly expanding topics in probability today, with applications in areas such as statistics, probability, engineering and physics. This book develops the weak convergence approach to the theory essentially from scratch, illustrating it through several basic examples and applying the theory to numerous sophisticated models. Contains detailed appendices and indices. -- Representation formulas provide a link to other topics of interest, such as risk-sensitive control and robust control, Doon's h-transform, and the construction of conditioned processes.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/0/47/107/672/0471076724_b.jpg", "price_data" : { "retail_price" : "250.95", "online_price" : "250.95", "our_price" : "250.95", "club_price" : "250.95", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
A Weak Convergence Approach to the Theory of Large Deviations|Paul Dupuis

A Weak Convergence Approach to the Theory of Large Deviations

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Overview

The theory of large deviations studies rare events in stochastic systems and is one of the most rapidly expanding topics in probability today, with applications in areas such as statistics, probability, engineering and physics. This book develops the weak convergence approach to the theory essentially from scratch, illustrating it through several basic examples and applying the theory to numerous sophisticated models. Contains detailed appendices and indices. -- Representation formulas provide a link to other topics of interest, such as risk-sensitive control and robust control, Doon's h-transform, and the construction of conditioned processes.

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Details

  • ISBN-13: 9780471076728
  • ISBN-10: 0471076724
  • Publisher: Wiley-Interscience
  • Publish Date: February 1997
  • Dimensions: 9.55 x 6.47 x 1.17 inches
  • Shipping Weight: 1.96 pounds
  • Page Count: 504

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