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An Introduction to the Theory of Large Deviations / D. W. Stroock
| An Introduction to the Theory of Large Deviations / D. W. Stroock |
| Autore | Stroock, Daniel W. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1984 |
| Descrizione fisica | vii, 196 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60F10 - Large deviations [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] |
| Soggetto non controllato |
Big difference
Boundary Element Methods Brownian Motion Deviations Excel Identification Language Logarithms Mathematics Organization Sets Shapes attributes large |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268644 |
Stroock, Daniel W.
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| New York, : Springer-Verlag, 1984 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to the Theory of Large Deviations / D. W. Stroock
| An Introduction to the Theory of Large Deviations / D. W. Stroock |
| Autore | Stroock, Daniel W. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1984 |
| Descrizione fisica | vii, 196 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60B10 - Convergence of probability measures [MSC 2020] 60F10 - Large deviations [MSC 2020] |
| Soggetto non controllato |
Big difference
Boundary Element Methods Brownian Motion Deviations Excel Identifications Language Logarithms Mathematics Organization Sets Shapes attributes large |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268644 |
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Stroock, Daniel W.
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| New York, : Springer-Verlag, 1984 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis
| Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis |
| Autore | Budhiraja, Amarjit |
| Pubbl/distr/stampa | New York, : Springer, 2019 |
| Descrizione fisica | xix, 574 p. : ill. ; 24 cm |
| Altri autori (Persone) | Dupuis, Paul |
| Soggetto topico |
60Cxx - Combinatorial probability [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60F10 - Large deviations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| Soggetto non controllato |
Discrete time processes
Large Deviation Principle Large deviations Moderate deviation Monte Carlo Approximation Rare events Relative Entropy Representation formulas Stochastic Analysis Weak convergence Weak convergence methods |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127404 |
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Budhiraja, Amarjit
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| New York, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis
| Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis |
| Autore | Budhiraja, Amarjit |
| Pubbl/distr/stampa | New York, : Springer, 2019 |
| Descrizione fisica | xix, 574 p. : ill. ; 24 cm |
| Altri autori (Persone) | Dupuis, Paul A. |
| Soggetto topico |
60Cxx - Combinatorial probability [MSC 2020]
60F10 - Large deviations [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| Soggetto non controllato |
Discrete time processes
Large Deviation Principle Large deviations Moderate deviation Monte Carlo Approximation Rare events Relative Entropy Representation formulas Stochastic Analysis Weak convergence Weak convergence methods |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127404 |
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Budhiraja, Amarjit
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| New York, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis
| Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis |
| Autore | Budhiraja, Amarjit |
| Edizione | [New York : Springer, 2019] |
| Pubbl/distr/stampa | xix, 574 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Dupuis, Paul |
| Soggetto topico |
60Cxx - Combinatorial probability [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60F10 - Large deviations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0127404 |
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Budhiraja, Amarjit
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| xix, 574 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan
| Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan |
| Autore | Bao, Jianhai |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVI, 151 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Yin, George
Yuan, Chenggui |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60F10 - Large deviations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 39B82 - Stability, separation, extension, and related topics for functional equations [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Delay Cox-Ingersoll-Ross model with jumps Ergodicity Functional stochastic differential equation Invariant measure Jump process Long-term return Ordinary differential equations Two-factor model Uniform large deviation principle |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114458 |
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Bao, Jianhai
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan
| Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan |
| Autore | Bao, Jianhai |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVI, 151 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Yin, George
Yuan, Chenggui |
| Soggetto topico |
39B82 - Stability, separation, extension, and related topics for functional equations [MSC 2020]
60F10 - Large deviations [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Delay Cox-Ingersoll-Ross model with jumps Ergodicity Functional stochastic differential equation Invariant measure Jump process Long-term return Ordinary Differential Equations Two-factor model Uniform large deviation principle |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114458 |
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Bao, Jianhai
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan
| Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan |
| Autore | Bao, Jianhai |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XVI, 151 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Yin, George
Yuan, Chenggui |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60F10 - Large deviations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 39B82 - Stability, separation, extension, and related topics for functional equations [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114458 |
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Bao, Jianhai
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| XVI, 151 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Asymptotic Approximations for Probability Integrals / Karl Wilhelm Breitung
| Asymptotic Approximations for Probability Integrals / Karl Wilhelm Breitung |
| Autore | Breitung, Karl W. |
| Pubbl/distr/stampa | Berlin [etc.], : Springer-Verlag, 1994 |
| Descrizione fisica | ix, 146 p. : ill. ; 24 cm |
| Soggetto topico |
41-XX - Approximations and expansions [MSC 2020]
41A60 - Asymptotic approximations, asymptotic expansions (steepest descent, etc.) [MSC 2020] 41A63 - Multidimensional problems [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60F10 - Large deviations [MSC 2020] 60G15 - Gaussian processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 60K10 - Applications of renewal theory (reliability, demand theory, etc.) [MSC 2020] 62N05 - Reliability and life testing [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] 90B25 - Reliability, availability, maintenance, inspection in operations research [MSC 2020] |
| Soggetto non controllato |
Asymptotic approximations
Extreme values Gaussian distributions Geometry Laplace methods Normal distributions Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00292236 |
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Breitung, Karl W.
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| Berlin [etc.], : Springer-Verlag, 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Concentration inequalities for sums and martingales / Bernard Bercu, Bernard Delyon, Emmanuel Rio
| Concentration inequalities for sums and martingales / Bernard Bercu, Bernard Delyon, Emmanuel Rio |
| Autore | Bercu, Bernard |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | X, 120 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Delyon, Bernard
Rio, Emmanuel |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G50 - Sums of independent random variables; random walks [MSC 2020] 60F10 - Large deviations [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60E15 - Inequalities; stochastic orderings [MSC 2020] |
| Soggetto non controllato |
Bernstein's Inequalities
Concentration inequalities Gaussian Martingales Independent Random Variables Martingales |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113712 |
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Bercu, Bernard
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
-
60F10 - Large deviations [MSC 2020]
(85)
- 60-XX - Probability theory and stochastic processes [MSC 2020] (31)
- 60K37 - Processes in random environments [MSC 2020] (17)
- 60F05 - Central limit and other weak theorems [MSC 2020] (14)
- 60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020] (13)