Large deviations for stochastic processes
Auteur :
Feng, Jin
Éditeur :
Feng, JinKurtz, Thomas G.,
ISBN :
9780821841457
Date de publication :
15 oct. 2006
Poids :
907 g
Langue :
Anglais
Pays d'origine :
USA
Focuses on the results on large deviations for a class of stochastic processes. Following an introduction and overview, this book gives necessary conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence and focuses on Markov processes in metric spaces.