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LARGE DEVIATION TECHNIQUES IN DECISION, SIMULATION


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    Sinopse

    Explores large deviation theory as it relates to the study, analysis and design of stochastic systems, particularly information systems. Rigorous presentations are provided for Cramer's and Ellis foundational theorems, Sanov's theorem and the contraction principle, Gaussian processes and Wentzell-Freidlin theory along with applications to decision theory, parameter estimation, asymptotic expansions and quick simulation. Problems with complete solutions are included at the end of each chapter to provide practice exercises using the newly learned concepts; illuminate the material from various directions; develop new extensions and results to the material in each chapter; and offer further examples of the tools and techniques made available by large deviation theory.

    Detalhes do Produto

      • Ano:  1990
      • País de Produção: United States
      • Código de Barras:  9780471618560
      • ISBN:  047161856X
      • Encadernação:  CAPA DURA
      • Complemento:  NENHUM
      • Nº de Páginas:  270

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