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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 |
Budhiraja, Amarjit
|
||
| New York, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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]
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 |
|
Budhiraja, Amarjit
|
||
| New York, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Probability-2 / Albert N. Shiryaev ; translated by R. P. Boas and D. M. Chibisov
| Probability-2 / Albert N. Shiryaev ; translated by R. P. Boas and D. M. Chibisov |
| Autore | Shiryaev, Albert N. |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | New York, : Springer, 2019 |
| Descrizione fisica | x, 348 p. ; 24 cm |
| Soggetto topico |
60Jxx - Markov processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 62Lxx - Sequential statistical methods [MSC 2020] 60Axx - Foundations of probability theory [MSC 2020] 60Exx - Distribution theory [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
| Soggetto non controllato |
Convergence of series
Discrete time processes Financial Engineering Financial mathematics Law of the iterated logarithm Markov Chains Martingales Probability Theory Probability textbook Random processes Random sequences Stationary random sequences Strong laws of large numbers Sums of independent random variables Zero-one laws |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127261 |
|
Shiryaev, Albert N.
|
||
| New York, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Probability-2 / Albert N. Shiryaev ; translated by R. P. Boas and D. M. Chibisov
| Probability-2 / Albert N. Shiryaev ; translated by R. P. Boas and D. M. Chibisov |
| Autore | Shiryaev, Albert N. |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | New York, : Springer, 2019 |
| Descrizione fisica | x, 348 p. ; 24 cm |
| Soggetto topico |
60Axx - Foundations of probability theory [MSC 2020]
60Exx - Distribution theory [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60Jxx - Markov processes [MSC 2020] 62Lxx - Sequential statistical methods [MSC 2020] |
| Soggetto non controllato |
Convergence of series
Discrete time processes Financial Engineering Financial mathematics Law of the iterated logarithm Markov Chains Martingales Probability Theory Probability textbook Random processes Random sequences Stationary random sequences Strong laws of large numbers Sums of independent random variables Zero-one laws |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127261 |
|
Shiryaev, Albert N.
|
||
| New York, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||