Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Analysis and Approximation of Rare Events

Analysis and Approximation of Rare Events

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9781493995776
Condition
New
Product Description

This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values. By characterizing a large deviation principle in terms of Laplace asymptotics, one converts the proof of large deviation limits into the convergence of variational representations. These features are illustrated though their application to a broad range of discrete and continuous time models, including stochastic partial differential equations, processes with discontinuous statistics, occupancy models, and many others. The tools used in the large deviation analysis also turn out to be useful in understanding Monte Carlo schemes for the numerical approximation of the same probabilities and expected values. This connection is illustrated through the design and analysis of importance sampling and splitting schemes for rare event estimation. The book assumes a solid background in weak convergence of probability measures and stochastic analysis, and is suitable for advanced graduate students, postdocs and researchers.

Available Colors
Available Sizes
1 Offer Price Range: $119.00 - $119.00
BEST PRICE

Single Product Purchase

$107.10
@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$119.00 $119.00

10% OFF
This deals requires coupon Get Code Here
$107.10
See Site In stock Visit Store

Similar Products

Foundations of Knowledge Base Management

$84.99

Information Security and Privacy

$39.99

Personalized Medicine as Innovation

$39.99

Carbon Fibers Filaments and Composites

$259.00

bAV - der neue Versorgungsausgleich

$39.99

Intelligent Information Processing with Matlab

$159.99

Fun with Algorithms

$39.99

Proceedings of the 21st Congress of the International Ergonomics Association (IEA 2021)

$169.99

Space Rescue

$34.99

Die Linsenoptik in der Schule

$54.99

Das Kieselsuregel und die Bleicherden

$59.99

Cognitive and Metacognitive Problem-Solving Strategies in Post-16 Physics

$39.99

International Students in the Asia Pacific

$84.99

Im Hrdenlauf zur Energiewende

$59.99

Digitising Democracy

$129.99

The Development of Prime Number Theory

$179.99

Dynamics of Civil Structures, Volume 2

$169.00

Ecology of Tuberculosis in India

$84.99

Geometry of Knowledge for Intelligent Systems

$84.99

Phenomenology of Life - From the Animal Soul to the Human Mind

$169.99

Instabilities and Nonequilibrium Structures IX

$39.99

Linear Stochastic Systems with Constant Coefficients

$39.99

Chemie der Organischen Farbstoffe

$59.99

Plant Breeding for Abiotic Stress Tolerance

$169.99

Product Engineering

$169.00

Market Research

$84.99

A Shrinking Society

$64.99

Spanen

$109.00

The Myths of Health Care

$139.99

From Nucleons to the Atomic Nucleus

$54.99

The Healthcare Value Chain

$39.99

Marketing fr Unternehmensberatung

$49.99

Gendered Stereotypes and Female Entrepreneurship in Southern Europe, 1700-1900

$129.99

Ethnologie fr Anfnger

$39.99

Procedural Rights in Competition Law in the EU and China

$84.99

Criminal Behavior and the Justice System

$54.99

Instationre Wrmespannungen

$54.99

Do Like Kyla

$5.24

The Complex Variable Boundary Element Method in Engineering Analysis

$84.99

100 Interesting Case Studies in Neurointervention: Tips and Tricks

$139.99