Autor: Amarjit Budhiraja

Soporte
Amarjit Budhiraja is a Professor of Statistics and Operations Research at the University of North Carolina at Chapel Hill. He is a Fellow of the IMS. His research interests include stochastic analysis, the theory of large deviations, stochastic networks and stochastic nonlinear filtering.​ Paul Dupuis is the IBM Professor of Applied Mathematics at Brown University and a Fellow of the AMS, SIAM and IMS.  His research interests include stochastic control, the theory of large deviations and numerical methods.




1 Ebooks de Amarjit Budhiraja

Amarjit Budhiraja & Paul Dupuis: Analysis and Approximation of Rare Events
This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use o …
PDF
Inglés
€139.09