標題: Titlebook: Analysis and Approximation of Rare Events; Representations and Amarjit Budhiraja,Paul Dupuis Book 2019 Springer Science+Business Media, LL [打印本頁] 作者: urinary-tract 時間: 2025-3-21 19:54
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作者: 任意 時間: 2025-3-21 21:11 作者: archenemy 時間: 2025-3-22 03:04 作者: arrhythmic 時間: 2025-3-22 04:49
Digital Service Delivery in Africaax some of the assumptions made in these works. Results on moderate deviation principles in this chapter are based on the recent work [41]. We do not aim for maximal generality, and from the proofs it is clear that many other models (e.g., time inhomogeneous jump diffusions, SDEs with delay) can be treated in an analogous fashion.作者: 羅盤 時間: 2025-3-22 11:42 作者: Decrepit 時間: 2025-3-22 14:43 作者: Overdose 時間: 2025-3-22 18:12 作者: Maximize 時間: 2025-3-23 01:06
Abstract Sufficient Conditions for Large and Moderate Deviations in the Small Noise Limitultiplicative noise, namely settings in which the noise term is multiplied by a state-dependent coefficient). For these systems, one can view the mapping that takes the noise into the state of the system as “nearly” continuous, and it is this property that allows a unified and relatively straightforward treatment.作者: 惹人反感 時間: 2025-3-23 05:14 作者: Acclaim 時間: 2025-3-23 06:04
2199-3130 developments over the last 15 years.Includes both theory an.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 of variational representations for quanti作者: 玷污 時間: 2025-3-23 13:18
https://doi.org/10.1007/978-3-031-04787-9s in a chemical reaction network; and exceedance of a regulatory threshold in a model for pollution in a waterway. In previous chapters we have described how large deviation theory gives approximations for such quantities. The approximations take the form of logarithmic asymptotics, i.e., exponential decay rates.作者: reflection 時間: 2025-3-23 15:13 作者: 熒光 時間: 2025-3-23 20:40
Abel Kinoti Meru,Mary Wanjiru Kinotiultiplicative noise, namely settings in which the noise term is multiplied by a state-dependent coefficient). For these systems, one can view the mapping that takes the noise into the state of the system as “nearly” continuous, and it is this property that allows a unified and relatively straightforward treatment.作者: 船員 時間: 2025-3-24 00:07 作者: CHURL 時間: 2025-3-24 04:44
General Theory As is usual, we will refer to such a space as a .. The metric of . is denoted by .(.,?.), and expectation with respect to . by .. The theory of large deviations focuses on random variables . for which the probabilities . converge to 0 exponentially fast for a class of Borel sets ..作者: 滴注 時間: 2025-3-24 07:22
Models with Special Featuresame type, and large deviations for the empirical measure of a Markov chain. These chapters thus consider models that are both standard and fairly general for each setting. In this chapter we consider discrete time models that are somewhat less standard, with the aim being to show how the weak conver作者: FEMUR 時間: 2025-3-24 11:10
Representations for Continuous Time Processespresentations in this setting follows from a straightforward application of the chain rule. The only significant issue is to decide on the ordering used for the underlying “driving noises” when the chain rule is applied, since controls are allowed to depend on the “past,” which is determined by this作者: 沙文主義 時間: 2025-3-24 17:48 作者: 分發(fā) 時間: 2025-3-24 21:30
Large and Moderate Deviations for Finite Dimensional Systemsonal jump-diffusions. We will consider only Laplace principles rather than uniform Laplace principles, since, as was noted in Chap.?., the extension from the nonuniform to the uniform case is straightforward. The first general results on large deviation principles for jump-diffusions of the form con作者: 商談 時間: 2025-3-25 00:09 作者: RENIN 時間: 2025-3-25 06:10 作者: 憲法沒有 時間: 2025-3-25 10:04 作者: menopause 時間: 2025-3-25 14:44 作者: 天然熱噴泉 時間: 2025-3-25 17:12 作者: 雀斑 時間: 2025-3-25 19:59
General Theory As is usual, we will refer to such a space as a .. The metric of . is denoted by .(.,?.), and expectation with respect to . by .. The theory of large deviations focuses on random variables . for which the probabilities . converge to 0 exponentially fast for a class of Borel sets ..作者: affluent 時間: 2025-3-26 02:44
Models with Special Featuresame type, and large deviations for the empirical measure of a Markov chain. These chapters thus consider models that are both standard and fairly general for each setting. In this chapter we consider discrete time models that are somewhat less standard, with the aim being to show how the weak convergence methodology can be adapted.作者: emission 時間: 2025-3-26 06:23
Representations for Continuous Time Processespresentations in this setting follows from a straightforward application of the chain rule. The only significant issue is to decide on the ordering used for the underlying “driving noises” when the chain rule is applied, since controls are allowed to depend on the “past,” which is determined by this ordering.作者: eardrum 時間: 2025-3-26 11:53 作者: Affection 時間: 2025-3-26 14:30
Performance of an IS Scheme Based on a Subsolution .. Two types of events were emphasized: those that are described by process behavior on a bounded time interval (finite-time problems) and those that concern properties of the process over unbounded time horizons (e.g., exit probability problems).作者: CLAY 時間: 2025-3-26 17:21 作者: 駭人 時間: 2025-3-26 21:45 作者: TOM 時間: 2025-3-27 01:50
Vladimír Bobál,Josef B?hm,Ji?í Machá?ekIn Chap.?3 we presented several examples of representations and how they could be used for large deviation analysis.作者: 陶醉 時間: 2025-3-27 06:47 作者: CLAY 時間: 2025-3-27 12:27
Digital Self-tuning ControllersIn this chapter we develop the large deviation theory for the empirical measure of a Markov chain, thus generalizing Sanov’s theorem from Chap.?.. The ideas developed here are useful in other contexts, such as proving sample path large deviation properties of processes with multiple time scales as described in Sect.?..作者: Influx 時間: 2025-3-27 17:38
Relative Entropy and Tightness of MeasuresIn this chapter we will collect results on relative entropy and tightness of probability measures that will be used many times in this book.作者: 殺菌劑 時間: 2025-3-27 18:45
Examples of Representations and Their ApplicationOur approach to the study of large deviations is based on convenient variational representations for expected values of nonnegative functionals. In this chapter we give three examples of such representations and show how they allow easy proofs of some classical results.作者: 運動性 時間: 2025-3-28 01:43 作者: 貪婪地吃 時間: 2025-3-28 05:30 作者: 黑豹 時間: 2025-3-28 07:32 作者: 廢止 時間: 2025-3-28 10:24 作者: 鐵砧 時間: 2025-3-28 15:03 作者: 態(tài)度暖昧 時間: 2025-3-28 18:51
Digital Service Delivery in Africapresentations in this setting follows from a straightforward application of the chain rule. The only significant issue is to decide on the ordering used for the underlying “driving noises” when the chain rule is applied, since controls are allowed to depend on the “past,” which is determined by this作者: Generator 時間: 2025-3-29 01:03 作者: MAL 時間: 2025-3-29 05:03
Digital Service Delivery in Africaonal jump-diffusions. We will consider only Laplace principles rather than uniform Laplace principles, since, as was noted in Chap.?., the extension from the nonuniform to the uniform case is straightforward. The first general results on large deviation principles for jump-diffusions of the form con作者: 嚙齒動物 時間: 2025-3-29 08:01
Yuan Hao,Laihong Lu,Yuping Zhoustudy the large deviation properties of infinite dimensional small noise stochastic dynamical systems. In the application, the driving noise is given by a Brownian sheet, and so in this chapter we will present a sufficient condition analogous to Condition?. (but there will be no Poisson noise in thi作者: 善于騙人 時間: 2025-3-29 13:57 作者: 使困惑 時間: 2025-3-29 16:08
Dragos Vieru,Simon Bourdeau,Mélissa Bourdeauite dimensional systems described by stochastic differential equations. In this chapter we complete our study of continuous time processes by considering additional problems with features that benefit from a somewhat different use of the representations and/or weak convergence arguments.作者: Estrogen 時間: 2025-3-29 22:48 作者: 乳白光 時間: 2025-3-30 01:32
https://doi.org/10.1007/978-3-030-67888-3 .. Two types of events were emphasized: those that are described by process behavior on a bounded time interval (finite-time problems) and those that concern properties of the process over unbounded time horizons (e.g., exit probability problems).作者: aerobic 時間: 2025-3-30 06:26
Amarjit Budhiraja,Paul DupuisIllustrates the use of these methods using a wide variety of discrete and continuous time models.Timely and important topic with significant developments over the last 15 years.Includes both theory an作者: 混合 時間: 2025-3-30 09:26
Probability Theory and Stochastic Modellinghttp://image.papertrans.cn/a/image/156153.jpg作者: Subjugate 時間: 2025-3-30 16:25 作者: maladorit 時間: 2025-3-30 17:31 作者: faculty 時間: 2025-3-30 22:59 作者: 無動于衷 時間: 2025-3-31 02:53
