𝔖 Scriptorium
✦   LIBER   ✦

πŸ“

Large deviations and asymptotic efficiencies

✍ Scribed by Groeneboom, Piet


Publisher
Mathematisch Centrum
Year
1980
Tongue
English
Leaves
143
Series
Mathematical Centre tracts ; 118
Category
Library

⬇  Acquire This Volume

No coin nor oath required. For personal study only.

✦ Subjects


ValószínuΜ‹ségelmélet -- határtétel;large deviations


πŸ“œ SIMILAR VOLUMES


Large Deviations and Asymptotic Methods
✍ Peter K. Friz, Jim Gatheral, Archil Gulisashvili, Antoine Jacquier, Josef Teichm πŸ“‚ Library πŸ“… 2015 πŸ› Springer International Publishing 🌐 English

<p><p>Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical

Random Evolutionary Systems - Asymptotic
✍ Dmitri Koroliouk, Igor Samoilenko πŸ“‚ Library πŸ“… 2021 πŸ› Wiley, ISTE 🌐 English

Within the field of modeling complex objects in natural sciences, which considers systems that consist of a large number of interacting parts, a good tool for analyzing and fitting models is the theory of random evolutionary systems, considering their asymptotic properties and large deviations. In R

Large Deviations and Applications
✍ S. R. S. Varadhan πŸ“‚ Library πŸ“… 1987 πŸ› Society for Industrial Mathematics 🌐 English

Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solution