{"product_id":"9780471076728","title":"A Weak Convergence Approach to the Theory of Large Deviations","description":"\u003ch3\u003eWiley Series in Probability and Statistics\u003c\/h3\u003e\u003ch1\u003eA Weak Convergence Approach to the Theory of Large Deviations\u003c\/h1\u003e\u003ch3\u003ePaul Dupuis | Richard S. Ellis\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eMathematics \/ Probability \u0026amp; Statistics \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003eApplies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach\u003cbr\u003e \u003cbr\u003e The theory of large deviations, one of the most dynamic topics inprobability today, studies rare events in stochastic systems. Thenonlinear nature of the theory contributes both to its richness anddifficulty. This innovative text demonstrates how to employ thewell-established linear techniques of weak convergence theory toprove large deviation results. Beginning with a step-by-stepdevelopment of the approach, the book skillfully guides readersthrough models of increasing complexity covering a wide variety ofrandom variable-level and process-level problems. Representationformulas for large deviation-type expectations are a key tool andare developed systematically for discrete-time problems.\u003cbr\u003e \u003cbr\u003e Accessible to anyone who has a knowledge of measure theory andmeasure-theoretic probability, A Weak Convergence Approach to theTheory of Large Deviations is important reading for both studentsand researchers.\u003c\/div\u003e\u003cdiv\u003e \u003cb\u003ePAUL DUPUIS\u003c\/b\u003e is a professor in the Division of Applied Mathematics at Brown University in Providence, Rhode Island.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eRICHARD S. ELLIS\u003c\/b\u003e is a professor in the Department of Mathematics and Statistics at the University of Massachusetts at Amherst.\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e27 February 1997\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley-Interscience\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9780471076728\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e504\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e31.0\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44315779530892,"sku":"9780471076728","price":232.16,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780471076728_857f4f6a-3df7-46c5-b4ad-474043e83e33.jpg?v=1780206596","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9780471076728","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}