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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. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values. By characterizing a large deviation principle in

Title : Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods
Author : Amarjit Budhiraja
Language : en
Rating :
4.90 out of 5 stars
Type : PDF, ePub, Kindle
Uploaded : Apr 07, 2021

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