Large deviation techniques in decision, simulation, and estimation
James A. Bucklew
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Large deviation techniques in decision, simulation, and estimation
Published
1990
Publisher
Wiley
Pages
290
ISBN-13
9780471618560
ISBN-10
047161856X
Description
It gives: -New analysis and design techniques for hypothesis testing (signal detection) systems -A new methodology, which is shown to be uniquely optimal, for the simulation of certain classes of rare events -A proof based entirely upon large deviation theory of the source coding with respect to a fidelity criterion theorem of Shannon -New expositions and explanations of many standard large deviation theory results -An overview of some crucial but little known optimality results for parameter estimatorsThe first part of the text is a heuristic overview and introduction to the major themes of large deviation theory. The second part is concerned with applications of the theory to specific problems in hypothesis testing, simulation, parameter estimation, and information theory. Each chapter has many examples, sample calculations, and extensive exercises at the end, with complete solutions given in the appendix. This is the only readable, mathematically nonrigorous probability book. Large Deviation Techniques in Decision, Simulation, and Estimation is excellent for electrical engineers in academia involved in communications, information, and stochastic control theory, for industrial engineers and computer scientists concerned with simulation techniques, for statisticians interested in hypothesis testing and parameter estimation, and for mathematicians.
Refined large deviation limit theorems
Large deviations
Large deviations and metastability
Large deviations
Large deviations for performance analysis
A weak convergence approach to the theory of large deviations
Frequently Asked Questions
How many pages are in Large deviation techniques in decision, simulation, and estimation?
This edition of Large deviation techniques in decision, simulation, and estimation has approximately 290 pages. Please note, this is an estimate and the exact page count can vary between hardcover, paperback, and e-book versions.
How long does it take to read Large deviation techniques in decision, simulation, and estimation?
For most readers, Large deviation techniques in decision, simulation, and estimation typically takes between 6h 3m and 4h 2m to complete. This is based on the book's length of approximately 72,500 words and common reading speeds.
Here's a detailed breakdown: • Continuous reading at 250 WPM: approximately 4h 50m of focused reading • Casual reading (30 minutes/day): you could finish in roughly 10 days • Estimated word count: 72,500 words
Your individual reading time will vary based on your personal reading pace, the amount of daily reading time, and your familiarity with the subject matter.
What is the word count of Large deviation techniques in decision, simulation, and estimation?
The estimated word count for Large deviation techniques in decision, simulation, and estimation is approximately 72,500 words. This figure is calculated using industry-standard methods that consider genre-specific word density patterns, typical formatting and layout characteristics, and standard words-per-page ratios for published books.
This is an approximation — actual word count may vary based on font size, formatting, edition, and the presence of illustrations or charts.
Who is the author of Large deviation techniques in decision, simulation, and estimation?
Large deviation techniques in decision, simulation, and estimation was written by James A. Bucklew.
When was Large deviation techniques in decision, simulation, and estimation published?
The publication date for this specific edition is 1990. The original work may have been published on a different date.