9781493995776 - analysis and approximation of rare events: representations and weak convergence methods: 94 (probability theory and stochastic modelling, 94) de budhiraja, amarjit; dupuis, paul (21 resultados)
Idioma: Inglés
Editorial: Springer, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 76,00
Envío por EUR 14,01Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. In.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: Basi6 International, Irving, TX, Estados Unidos de AmericaBasi6 International
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 129,04
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 10 disponibles
Condición: Brand New. New. Delivery takes 25-30 days. Excellent Customer Service.
Idioma: Inglés
Editorial: Springer-Verlag New York Inc., New York, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 145,16
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: new. Hardcover. 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 pro…babilities 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. This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 181,28
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
Idioma: Inglés
Editorial: Springer-Verlag New York Inc., 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: THE SAINT BOOKSTORE, Southport, Reino UnidoTHE SAINT BOOKSTORE
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 166,86
Envío por EUR 25,84Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardback. Condición: New. New copy - Usually dispatched within 4 working days.
Idioma: Inglés
Editorial: Springer-Verlag New York Inc., US, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 201,35
Gastos de envío gratisSe envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: New. 2019 ed. 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 probab…ilities 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.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 188,75
Envío por EUR 9,50Se envía de Irlanda a Estados Unidos de AmericaCantidad disponible: 15 disponibles
Condición: New.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 205,90
Envío por EUR 3,46Se envía dentro de Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: Mispah books, Redhill, SURRE, Reino UnidoMispah books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 197,57
Envío por EUR 29,24Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 159,78
Envío por EUR 65,26Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
Idioma: Inglés
Editorial: Springer Verlag, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 227,50
Envío por EUR 17,54Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Hardcover. Condición: Brand New. 574 pages. 9.25x6.25x1.50 inches. In Stock.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 237,13
Envío por EUR 9,10Se envía dentro de Estados Unidos de AmericaCantidad disponible: 15 disponibles
Condición: New.
Idioma: Inglés
Editorial: Springer-Verlag New York Inc., New York, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 217,83
Envío por EUR 32,08Se envía de Australia a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: new. Hardcover. 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 pro…babilities 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. This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Idioma: Inglés
Editorial: Springer-Verlag New York Inc., US, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 189,55
Envío por EUR 76,02Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: New. 2019 ed. 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 probab…ilities 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.
Idioma: Inglés
Editorial: Springer US Aug 2019, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa blanda
- Impresión bajo demanda
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AlemaniaBuchWeltWeit Ludwig Meier e.K.
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 69,54
Envío por EUR 23,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 quanti…ties 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. 596 pp. Englisch.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
- Impresión bajo demanda
Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 118,26
Envío por EUR 11,00Se envía de Italia a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: new. Questo è un articolo print on demand.
Idioma: Inglés
Editorial: Springer Verlag, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
- Impresión bajo demanda
Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 144,55
Envío por EUR 14,62Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: Brand New. 574 pages. 9.25x6.25x1.50 inches. In Stock. This item is printed on demand.
Idioma: Inglés
Editorial: Springer US, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
- Impresión bajo demanda
Librería: moluna, Greven, Alemaniamoluna
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 127,40
Envío por EUR 48,99Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Illustrates  the use of these methods using a wide variety of discrete and continuous time modelsTimely and important topic with significant developments over the last 15 yearsIncludes both theory an…d links with applications.
Idioma: Inglés
Editorial: Springer, Springer Aug 2019, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa blanda
- Impresión bajo demanda
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemaniabuchversandmimpf2000
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 149,79
Envío por EUR 60,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 596 pp. Englisch.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
- Impresión bajo demanda
Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 213,04
Envío por EUR 7,60Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New. Print on Demand.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Libro 27 de 35 - Probability Theory and Stochastic Modelling
- Tapa dura
- Impresión bajo demanda
Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 218,77
Envío por EUR 9,95Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New. PRINT ON DEMAND.
