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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.

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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.

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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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