Large deviations and idempotent probability. (©2001)

• Record Type: Book
• Further Information: Note: Anatolii Puhalskii.
• Other Names: Puhalskii, Anatolii
• Contents: IDEMPOTENT PROBABILITY THEORY; Idempotent Probability Measures; Idempotent Measures; Measurable Maps; Modes of Convergence; Idempotent Integration; Product Spaces; Independence and Conditioning; Idempotent Distributions and Laplace-Fenchel Transforms'; Idempotent Measures on Topological Spaces; Idemptent Measures on Projective Limits; Topological Spaces of Idempotent Probabilities; Maxingales; Stopping Times; Idempotent Stochastic Processes; Exponential Maxingales; Wiener and Poisson Idempotent Processes; Continuous Local Maxingales; Idempotent Ito Equations; Semimaxingales and Maxingale Problems; Proofs of the Uniqueness Results; Convergence of Idempotent Processes; LARGE DEVIATION CONVERGENCE; Large Deviation Convergence in Tihonov Spaces; General Theory; Large Deviation Convergence in the Skorohod Space; The Method of Finite-Dimensional Distributions; Convergence of Stochastic Exponentials; LD Convergence via Convergence of the Characteristics; Corollaries; The Method of the Maxingale Problem; Convergence of Stochastic Exponentials; Convergence of Characteristics; APPLICATIONS; Markov Processes; Queueing Networks; APPENDIX
• Publisher Details: Boca Raton, Fla : Chapman & Hall/CRC
• Publication Date: 2001
• Copyright Date: 2001
• Extent: 1 online resource (xiv, 500 pages)
• Subjects: 519.5/34; Large deviations; Probability measures; Idempotents; MATHEMATICS -- Probability & Statistics -- General; Idempotents; Large deviations; Probability measures; Electronic books
• Languages: English
• ISBNs: 1420035800; 9781420035803; 9781584881988; 1584881984
• Related ISBNs: 1584881984
• Notes: Note: Includes bibliographical references (pages 483-493) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.