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Book Cover
Book
Author Bucklew, James A., author

Title Large deviation techniques in decision, simulation, and estimation / James A. Bucklew
Published New York : Wiley, [1990]
New York : Wiley, c1990
©1990

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Location Call no. Vol. Availability
 MELB  519.534 Buc/Ldt  TEMPORARILY UNAVAILABLE
Description xiv, 270 pages. : illustrations. ; 25 cm
Series Wiley series in probability and mathematical statistics. Applied probability and statistics
Wiley series in probability and mathematical statistics. Applied probability and statistics.
Contents Cram?r's Theorem and Extensions. -- Sanov's Theorem and the Contraction Principle. -- Gaussian Processes and Wentzell-Freidlin Theory. -- Large Deviations for Markov Processes. -- Applications to Detection Theory. -- Asymptotic Expansions. -- Quick Simulation. -- Applications to Parameter Estimation. -- Applications to Information Theory. -- Appendices. -- Solutions to Exercises. -- References. -- Index
Analysis Probabilities
Notes "A Wiley-Interscience publication."
Bibliography Includes bibliographical references (pages 261-266) and index
Subject Large deviations.
Large deviations.
LC no. 89077144
ISBN 047161856X