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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Bibliographic Details
Main Author: Dupuis, Paul
Other Authors: Ellis, Richard S. (Richard Steven) 1947-
Format: Book
Language:English
Published: New York : Wiley, c1997
Series:Wiley series in probability and statistics
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