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 |
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 | ||
|
Numerical Approximations of Stochastic Maxwell Equations : via Structure-Preserving Algorithms / Chuchu Chen, Jialin Hong, Lihai Ji |
Autore | Chen, Chuchu |
Pubbl/distr/stampa | Cham, : Springer, 2023 |
Descrizione fisica | xvii, 284 p. : ill. ; 24 cm |
Altri autori (Persone) |
Hong, Jialin
Ji, Lihai |
Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 30-XX - Functions of a complex variable [MSC 2020] |
Soggetto non controllato |
Invariant measure and ergodicity
Large Deviation Principle Stochastic Hamiltonian partial differential equations Stochastic Maxwell equations Stochastic energy and divergence evolution laws Stochastic structure-preserving algorithms Stochastic symplectic and multi-symplectic structures |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0269854 |
Chen, Chuchu | ||
Cham, : Springer, 2023 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Numerical Approximations of Stochastic Maxwell Equations : via Structure-Preserving Algorithms / Chuchu Chen, Jialin Hong, Lihai Ji |
Autore | Chen, Chuchu |
Pubbl/distr/stampa | Cham, : Springer, 2023 |
Descrizione fisica | xvii, 284 p. : ill. ; 24 cm |
Altri autori (Persone) |
Hong, Jialin
Ji, Lihai |
Soggetto topico |
30-XX - Functions of a complex variable [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 65-XX - Numerical analysis [MSC 2020] |
Soggetto non controllato |
Invariant measure and ergodicity
Large Deviation Principle Stochastic Hamiltonian partial differential equations Stochastic Maxwell equations Stochastic energy and divergence evolution laws Stochastic structure-preserving algorithms Stochastic symplectic and multi-symplectic structures |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00269854 |
Chen, Chuchu | ||
Cham, : Springer, 2023 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Path Coupling and Aggregate Path Coupling / Yevgeniy Kovchegov, Peter T. Otto |
Autore | Kovchegov, Yevgeniy |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xi, 96 p. : ill. ; 24 cm |
Altri autori (Persone) | Otto, Peter T. |
Soggetto topico |
82Bxx - Equilibrium statistical mechanics [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60F10 - Large deviations [MSC 2020] 82-XX - Statistical mechanics, structure of matter [MSC 2020] |
Soggetto non controllato |
Aggregate Path Coupling
Equlibrium Phase Transition Gibbs Measure Glauber Dynamics Large Deviation Principle Mixing Time Path Coupling Statistical Mechanical Models |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124931 |
Kovchegov, Yevgeniy | ||
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Path Coupling and Aggregate Path Coupling / Yevgeniy Kovchegov, Peter T. Otto |
Autore | Kovchegov, Yevgeniy |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xi, 96 p. : ill. ; 24 cm |
Altri autori (Persone) | Otto, Peter T. |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60F10 - Large deviations [MSC 2020] 60Jxx - Markov processes [MSC 2020] 60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020] 82-XX - Statistical mechanics, structure of matter [MSC 2020] 82Bxx - Equilibrium statistical mechanics [MSC 2020] |
Soggetto non controllato |
Aggregate Path Coupling
Equlibrium Phase Transition Gibbs Measure Glauber Dynamics Large Deviation Principle Mixing Time Path Coupling Statistical Mechanical Models |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00124931 |
Kovchegov, Yevgeniy | ||
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|