The Resource Large deviation techniques in decision, simulation, and estimation, James A. Bucklew

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

Label
Large deviation techniques in decision, simulation, and estimation
Title
Large deviation techniques in decision, simulation, and estimation
Statement of responsibility
James A. Bucklew
Creator
Subject
Language
eng
Member of
Action
committed to retain for EAST
Cataloging source
DLC
http://library.link/vocab/creatorName
Bucklew, James A
Index
index present
LC call number
QA273.67
LC item number
.B86 1990
Literary form
non fiction
Nature of contents
bibliography
Series statement
Wiley series in probability and mathematical statistics
http://library.link/vocab/subjectName
  • Large deviations
  • calcul matriciel
  • probabilité
  • contraction
  • décision statistique
  • théorie information
  • estimation paramètre
  • simulation
  • expansion asymptotique
  • théorie détection
  • processus Markov
  • théorie Ventcel-Freidlin
  • processus gaussien
  • théorème Cramer
  • grande déviation
  • Grandes déviations
  • Large deviations
  • Tests
  • Schattingstheorie
  • Simulatie
  • Informatietheorie
  • Grandes déviations
  • Ausreißerwert
Label
Large deviation techniques in decision, simulation, and estimation, James A. Bucklew
Instantiates
Publication
Note
  • "A Wiley-Interscience publication."
  • Includes index
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Introduction -- Cramér'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 -- Appendix A. Set theory and topology -- Appendix B. Elementary analysis -- Appendix C. Matrix results -- Appendix D. Topics in probability -- Appendix E. Hypothesis testing -- Appendix F. Estimation theory -- Appendix G. Calculus of variations
Dimensions
25 cm.
Extent
xiv, 270 pages
Isbn
9780471618560
Lccn
89077144
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (OCoLC)20825080
  • (OCoLC)ocm20825080
Label
Large deviation techniques in decision, simulation, and estimation, James A. Bucklew
Publication
Note
  • "A Wiley-Interscience publication."
  • Includes index
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Introduction -- Cramér'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 -- Appendix A. Set theory and topology -- Appendix B. Elementary analysis -- Appendix C. Matrix results -- Appendix D. Topics in probability -- Appendix E. Hypothesis testing -- Appendix F. Estimation theory -- Appendix G. Calculus of variations
Dimensions
25 cm.
Extent
xiv, 270 pages
Isbn
9780471618560
Lccn
89077144
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (OCoLC)20825080
  • (OCoLC)ocm20825080

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