In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of our understanding of the connections between the large deviation principle (LDP) and well-known methods for establishing weak convergence results. Large Deviations and Idempotent Probability expounds upon the recent methodology of building large deviation theory along the lines of weak convergence theory ...
Read More
In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of our understanding of the connections between the large deviation principle (LDP) and well-known methods for establishing weak convergence results. Large Deviations and Idempotent Probability expounds upon the recent methodology of building large deviation theory along the lines of weak convergence theory. The author develops an idempotent (or maxitive) probability theory, introduces idempotent analogues of martingales (maxingales), Wiener and Poisson processes, and Ito differential equations, and studies their properties. The large deviation principle for stochastic processes is formulated as a certain type of convergence of stochastic processes to idempotent processes. The author calls this large deviation convergence. The approach to establishing large deviation convergence uses novel compactness arguments. Coupled with the power of stochastic calculus, this leads to very general results on large deviation asymptotics of semimartingales. Large and moderate deviation asymptotics are treated in a unified manner. Starting with the foundations of idempotent measure theory and culminating in applications to large deviation asymptotics of queueing systems, Large Deviations and Idempotent Probability offers an outstanding opportunity to examine both the development of a remarkable approach and recently discovered results as presented by one of the foremost leaders in the field.
Read Less
Add this copy of Large Deviations and Idempotent Probability (Pure and to cart. $66.15, like new condition, Sold by Zubal Books rated 5.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 2001 by Chapman and Hall/CRC.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
520 pp., Hardcover, like new. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
Add this copy of Large Deviations and Idempotent Probability to cart. $110.08, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2001 by Chapman and Hall/CRC.
Add this copy of Large Deviations and Idempotent Probability to cart. $164.02, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2001 by CRC Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Sewn binding. Cloth over boards. 520 p. Contains: Illustrations, black & white. CRC Monographs and Surveys in Pure and Applied Math (Hardcover). In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
