Large Deviations and Idempotent Probability

ISBN-13: 9780367455293 / Angielski / Miękka / 2020 / 520 str.

Anatolii Puhalskii

Opis

In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of our understanding of the connections between the large deviation principle (LDP) and well-known methods for establishing weak

Spis treści

IDEMPOTENT PROBABILITY THEORY: Idempotent Probability Measures. Maxingales. LARGE DEVIATION CONVERGENCE: Large Deviation Convergence in Tihonov Spaces. The Method of Finite-Dimensional Distributions. The Method of the Maxingale Problem. APPLICATIONS.

O autorze

Puhalskii, Anatolii