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Book Review
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Book Information
Author(s):
James A. Bucklew
Title:
Large deviation techniques in decision, simulation, and estimation
Additional book information:
John Wiley \& Sons, 1990, 270 pp., US$49.95. ISBN 0-471-61856-X
References:
-
- [1]
- P. Dupuis, Large deviations analysis of some recursive algorithms with state dependent noise, Ann. Probab. 16 (1988), 1509-1536. MR 958200 (89i:60062)
- [2]
- R. S. Ellis, Large deviations for a general class of random vectors, Ann. Probab. 12 (1984), 1-12. MR 723726 (85e:60032)
- [3]
- R. S. Ellis, Entropy, large deviations and statistical mechanics, Springer-Verlag, New York, 1985. MR 793553 (87d:82008)
- [4]
- M. I. Freidlin and A. D. Wentzell, Random perturbations of dynamical systems, Springer-Verlag, New York, 1984. MR 722136 (85a:60064)
- [5]
- J. Gärtner,On large deviations from the invariant measure, Theory Probab. Appl. 22 (1977), 24-39. MR 0471040 (57:10781)
- [6]
- A. D. Wentzell, Rough limit theorems on large deviations for Markov stochastic processes. I, Theory Probab. Appl. 21 (1976), 227-242.
- [7]
- -, Rough limit theorems on large deviations for Markov stochastic processes. II, Theory Probab. Appl. 21 (1976), 499-512.
Additional Information:
Reviewer(s):
Richard S.
Ellis
Review Information:
Journal:
Bull. Amer. Math. Soc.
26
(1992),
160-171.
DOI:
10.1090/S0273-0979-1992-00247-1
PII:
S 0273-0979(1992)00247-1
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