Random Perturbations of Dynamical Systems - Rilegato

Freidlin, M. I.; Wentzell, A. D.

Rilegato

ISBN 10: 0387908587 ISBN 13: 9780387908588

Casa editrice: Springer, 1983

Riassunto

Asymptotical problems have always played an important role in probability theory. In classical probability theory dealing mainly with sequences of independent variables, theorems of the type of laws of large numbers, theorems of the type of the central limit theorem, and theorems on large deviations constitute a major part of all investigations. In recent years, when random processes have become the main subject of study, asymptotic investigations have continued to playa major role. We can say that in the theory of random processes such investigations play an even greater role than in classical probability theory, because it is apparently impossible to obtain simple exact formulas in problems connected with large classes of random processes. Asymptotical investigations in the theory of random processes include results of the types of both the laws of large numbers and the central limit theorem and, in the past decade, theorems on large deviations. Of course, all these problems have acquired new aspects and new interpretations in the theory of random processes.

Su questa edizione

• Editore: Springer
• Data di pubblicazione: 1983
• ISBN 10: 0387908587
• ISBN 13: 9780387908588
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 336