Random Perturbations of Dynamical Systems

Freidlin, M. I., Wentzell, A. D., Szucs, Joseph

ISBN 10: 0387908587 / ISBN 13: 9780387908588

Editore: Springer, 1984

inscribed by M. I. Freidlin; 326 pp., Hardcover, spine faded, else fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Codice articolo ZB1256464

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.

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Titolo: Random Perturbations of Dynamical Systems
Casa editrice: Springer
Data di pubblicazione: 1984
Legatura: Rilegato
Condizione: Fine