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Description:: This thesis is a large deviations study for the performance of an interacting particle method for rare event estimation. The analysis is restricted to a …
Year:: 2012
Contributor:: Cai, Yi (creator); Dupuis, Paul (Director); Dong, Hongjie (Reader); Ramanan, Kavita (Reader); Brown University. Applied Mathematics (sponsor)
Genre:: theses
Subject:: interacting particle system; weak convergence approach; Large deviations
Language:: English
Collection:: Applied Mathematics; Theses and Dissertations

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