A weak convergence approach to the theory of large deviations /

Dupuis, Paul

A weak convergence approach to the theory of large deviations / Paul Dupuis, Richard S. Ellis - New York : Wiley, ©1997 - xvii, 479 pages : illustrations ; 24 cm - Wiley series in probability and statistics. Probability and statistics . - Wiley series in probability and statistics. .

Includes bibliographical references and indexes

. 9. 10.

0471076724

96027513


Large deviations
Convergence
marche aléatoire
chaîne Markov
convergence faible
convergence
grande déviation

519.24 DUP

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