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Large Deviations for Stochastic Processes (Mathematical Surveys and Monographs)
Large Deviations for Stochastic Processes - Mathematical Surveys and Monographs
Author: Jin Feng, Thomas G. Kurtz
The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses o...  more »
ISBN-13: 9780821841457
ISBN-10: 0821841459
Publication Date: 10/31/2006
Pages: 410
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Publisher: American Mathematical Society
Book Type: Hardcover
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