Analysis and approximation of rare events. Representations and weak convergence methods (Q5376565)
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scientific article; zbMATH DE number 7053920
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| English | Analysis and approximation of rare events. Representations and weak convergence methods |
scientific article; zbMATH DE number 7053920 |
Statements
Analysis and Approximation of Rare Events (English)
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13 May 2019
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large deviations
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relative entropy
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tightness of measures
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discrete time processes
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continuous time processes
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infinite dimensional Brownian noise
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Monte Carlo for rare events
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0.8124449849128723
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0.7804523706436157
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