Analysis and approximation of rare events. Representations and weak convergence methods
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Publication:5376565
large deviationscontinuous time processesdiscrete time processesrelative entropytightness of measuresinfinite dimensional Brownian noiseMonte Carlo for rare events
Convergence of probability measures (60B10) Monte Carlo methods (65C05) Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Brownian motion (60J65) Random measures (60G57) Jump processes on general state spaces (60J76) Jump processes on discrete state spaces (60J74)
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