1st Edition

Large Deviations and Idempotent Probability

By Anatolii Puhalskii Copyright 2001
520 Pages
by Chapman & Hall

520 Pages 10 B/W Illustrations
by Chapman & Hall

520 Pages
by Chapman & Hall

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... Read more
IDEMPOTENT PROBABILITY THEORY: Idempotent Probability Measures. Maxingales. LARGE DEVIATION CONVERGENCE: Large Deviation Convergence in Tihonov Spaces. The Method of Finite-Dimensional Distributions. The Method of the Maxingale Problem. APPLICATIONS.

Biography

Puhalskii, Anatolii