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
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| New York, : Springer, 2019 | ||
| 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 |
Budhiraja, Amarjit
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| New York, : Springer, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Numerical Approximations of Stochastic Maxwell Equations : via Structure-Preserving Algorithms / Chuchu Chen, Jialin Hong, Lihai Ji
| 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
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| Cham, : Springer, 2023 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Numerical Approximations of Stochastic Maxwell Equations : via Structure-Preserving Algorithms / Chuchu Chen, Jialin Hong, Lihai Ji
| 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
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| Cham, : Springer, 2023 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Path Coupling and Aggregate Path Coupling / Yevgeniy Kovchegov, Peter T. Otto
| 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
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| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Path Coupling and Aggregate Path Coupling / Yevgeniy Kovchegov, Peter T. Otto
| 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
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| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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