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Analysis and Approximation of Rare Events

By: Amarjit Budhiraja (Author) , Paul Dupuis (Author)

Extended Catalogue

Ksh 23,750.00

Format: Paperback or Softback

ISBN-13: 9781493996223

Publisher: Springer-Verlag New York Inc.

Publication Date: Aug 15th, 2020

Dimension: 23.50 x 15.50 x 90.20 cms

Category: Numerical analysis

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This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. By characterizing a large deviation principle in terms of Laplace asymptotics, one converts the proof of large deviation limits into the convergence of variational representations.

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