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Random Perturbations of Dynamical Systems

Engelstalig | Paperback | 1984 | 9781468401783 | 328

M. I. Freidlin, A. D. Wentzell - 9781468401783

 

Engelstalig | Paperback | 1984 | 9781468401783 | 328

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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Random Perturbations of Dynamical Systems Engelstalig | Paperback | 1984 | 9781468401783 | 328
TaalEngelstalig
EAN9781468401783
BindwijzePaperback
Verschijningsdatum2012-03-04
EditieSoftcover reprint of the original 1st ed. 1984
Aantal pagina's328
IllustratiesNee
ISBN101468401785
ISBN139781468401783
AuteurM. I. Freidlin | A. D. Wentzell
Vertaald doorJ. Szucs



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