Large Deviations and Idempotent Probability

In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of our understanding of the connections between the large deviation principle (LDP) and well-known methods for establishing weak

List of contents

IDEMPOTENT PROBABILITY THEORY: Idempotent Probability Measures. Maxingales. LARGE DEVIATION CONVERGENCE: Large Deviation Convergence in Tihonov Spaces. The Method of Finite-Dimensional Distributions. The Method of the Maxingale Problem. APPLICATIONS.

About the author

Puhalskii, Anatolii

Summary

In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of our understanding of the connections between the large deviation principle (LDP) and well-known methods for establishing weak

Product details

• Authors: Alan Jeffrey, Anatolii Puhalskii, Puhalskii Anatolii
• Assisted by: Haim Brezis (Editor of the series), Alan Jeffrey (Editor of the series), Anatolii Puhalskii (Editor of the series)
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Paperback / Softback
• Released: 30.09.2020
• EAN: 9780367455293
• ISBN: 978-0-367-45529-3
• No. of pages: 520
• Subjects: Non-fiction book > Dictionaries, reference works > Dictionaries, encyclopaedias; MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Applied, BUSINESS & ECONOMICS / Operations Research, MATHEMATICS / Probability & Statistics / Bayesian Analysis, Probability & statistics, Applied mathematics, Probability and statistics