A Weak Convergence Approach to the Theory of Large Deviations: 313 (Wiley Series in Probability and Statistics)

by Paul Dupuis (Author), Richard S. Ellis (Primary Contributor)

• New

  Illustrated
  1997

  $231.15

  Applies the well-developed tools of the theory of weak convergence of probability measures to large deviation analysis--a consistent new approach The theory of large deviations, one of the most dynamic topics in probability today, studies rare events in stochastic systems.