Large Deviations

Front Cover
American Mathematical Soc.
0 Reviews
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

I
1
II
32
III
53
IV
83
V
169
VI
217
Copyright

Common terms and phrases

Popular passages

Page 1 - That is, one wants to know the rate at which /.t,.(ŁA) is tending to 0. In general, a detailed answer to this question is seldom available in the infinite dimensional setting. However, if one only asks about the exponential rate, the rate at which...
Page 1 - ... say that we omitted a great deal of small ball problems for other important processes such as Markov processes (in particular stable processes, diffusions with scaling), polygonal processes from partial sums, etc. Probably the most general formulation of small ball problems is the following. Let...
Page 1 - F be a Polish space (ie,. a complete, separable metric space) and suppose that...
Page ix - VENTCEL-FREIDLIN estimates, we have assumed that the reader is familiar with the elements of...

References to this book

All Book Search results »

Bibliographic information