LIBROS DEL AUTOR: amarjit budhiraja

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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 normalized logarithms of probabilities and expected values.  By characterizing a large deviation principle in terms ...
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    174,18 €