Large deviations
Auteur :
Hollander, Frank den
Éditeur :
American Mathematical Society
ISBN :
9780821844359
Date de publication :
30 juin 2008
Poids :
293 g
Langue :
Anglais
Pays d'origine :
USA
Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.