A Weak Convergence Approach to the Theory of Large Deviations

by Paul Dupuis and Richard S. Ellis

Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach

The theory of large deviations, one of the most dynamic topics inprobability today, studies rare events in stochastic systems. Thenonlinear nature of the theory contributes both to its richness anddifficulty. This innovative text demonstrates how to employ thewell-established linear techniques of weak...

• Format: Hardcover
• Language: English
• ISBN: 0471076724
• ISBN13: 9780471076728
• Release Date: February 1997
• Publisher: Wiley-Interscience
• Length: 504 Pages
• Weight: 1.96 lbs.
• Dimensions: 1.2" x 6.5" x 9.6"