A Weak Convergence Approach to the Theory of Large Deviations by Richard S. Ellis, Paul Dupuis

A Weak Convergence Approach to the Theory of Large Deviations

Wiley Probability and Statistics

Richard S. Ellis, Paul Dupuis

504 pages missing pub info (editions)

nonfiction mathematics
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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 event...

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