Amvik eBook Solutions

This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feat

In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is impor

Rare events represent a great analytical challenge. The maximum likelihood-based (ML) binary logit model as the workhorse model in the social sciences can gener

Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of la

Since the publication of the first edition of this seminar book, the theory and applications of extremes and rare events have seen increasing interest. Laws of