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Große Abweichungen und idempotente Wahrscheinlichkeit, Hardcover von Puhalskii, Anatolii...

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175,86 €

Large Deviations and Idempotent Probability, Hardcover by Puhalskii, Anatolii, ISBN 1584881984, ISBN-13 9781584881988, Brand New, Free P&P in the UK Noted researcher in the modern theory of large deviations, Puhalskii (mathematics, U. of Colorado-Denver) expounds on the recent methodology of building large deviation theory along the lines of weak convergence theory. He develops an idempotent, or maxitive, probability theory, and introduces maxingales as idempotent analogues of martingales, Wiener and Poisson processes, and Ito differential equations and studies their properties. He also formulates what he calls a large deviation convergence, a large deviation principle for stochastic processes. Annotation c. Book News, Inc., Portland, OR ()

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