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Analysis and Approximation of Rare Events
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This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems.
This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems.
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Hardcover]
9781493995776
ISBN [Softcover]
9781493996223
Publisher
Springer
Year
2019
Pages
XIX, 574 p.
Series Title
Probability Theory and Stochastic Modelling
Language
English
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