Non-Fiction Books:

A Weak Convergence Approach to the Theory of Large Deviations

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A Weak Convergence Approach to the Theory of Large Deviations by Paul Dupuis
$507.99
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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.

Author Biography

PAUL DUPUIS is a professor in the Division of Applied Mathematics at Brown University in Providence, Rhode Island. RICHARD S. ELLIS is a professor in the Department of Mathematics and Statistics at the University of Massachusetts at Amherst.
Release date NZ
March 10th, 1997
Country of Publication
United States
Imprint
John Wiley & Sons Inc
Pages
504
Dimensions
165x240x34
ISBN-13
9780471076728
Product ID
3076928

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