A weak convergence approach to the theory of large deviations
This innovative text demonstrates how to employ the well-established linear techniques of weak convergence theory to prove large deviation results. Beginning with a step-by-step development of the approach, the book skillfully guides readers through models of increasing complexity covering a wide va...
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| Format: | Book |
| Language: | English |
| Published: |
New York : Wiley, c1997
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| Series: | Wiley series in probability and statistics
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| Subjects: | |
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| Summary: | This innovative text demonstrates how to employ the well-established linear techniques of weak convergence theory to prove large deviation results. Beginning with a step-by-step development of the approach, the book skillfully guides readers through models of increasing complexity covering a wide variety of random variable-level and process-level problems. |
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| Item Description: | "A Wiley-Interscience publication." |
| Physical Description: | xvii, 479 p. ill. 25 cm. |
| Bibliography: | Includes bibliographical references (p. 458-462) and indexes |
| ISBN: | 0471076724 |