02261nam0 2200493 i 450 VAN012740420230628093515.301N978149399579020200312d2019 |0itac50 baengUS|||| |||||Analysis and Approximation of Rare EventsRepresentations and Weak Convergence MethodsAmarjit Budhiraja, Paul DupuisNew YorkSpringer2019xix, 574 p.ill.24 cm001VAN01038262001 Probability theory and stochastic modelling210 Berlin [etc.]Springer1988-94VAN0237166Analysis and Approximation of Rare Events173457760CxxCombinatorial probability [MSC 2020]VANC020094MF60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF60F10Large deviations [MSC 2020]VANC020796MF60H15Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]VANC021488MFDiscrete time processesKW:KLarge Deviation PrincipleKW:KLarge deviationsKW:KModerate deviationKW:KMonte Carlo ApproximationKW:KRare eventsKW:KRelative EntropyKW:KRepresentation formulasKW:KStochastic AnalysisKW:KWeak convergenceKW:KWeak convergence methodsKW:KUSNew YorkVANL000011BudhirajaAmarjitVANV098861782120DupuisPaulVANV09886259509Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-1-4939-9579-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0127404BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS ebook 1878 08eMF1878 20200312 Analysis and Approximation of Rare Events1734577UNICAMPANIA