Title Large deviation techniques in decision, simulation, and estimation / James A. Bucklew

Published New York : Wiley, [1990] New York : Wiley, c1990 ©1990

Copies

Location	Call no.	Vol.	Availability
MELB	519.534 Buc/Ldt		AVAILABLE

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

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