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Author : Grant Izmirlian
Release : 1993
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Large Deviations for Additive Functionals of Markov Exhangeable Sequences by : Grant Izmirlian
Download or read book Large Deviations for Additive Functionals of Markov Exhangeable Sequences written by Grant Izmirlian. This book was released on 1993. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alejandro D. de Acosta
Release : 2014-03-05
Genre : Mathematics
Kind : eBook
Book Rating : 891/5 ( reviews)
Book Synopsis Large Deviations for Additive Functionals of Markov Chains by : Alejandro D. de Acosta
Download or read book Large Deviations for Additive Functionals of Markov Chains written by Alejandro D. de Acosta. This book was released on 2014-03-05. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alejandro D. de Acosta
Release : 2022-10-12
Genre : Mathematics
Kind : eBook
Book Rating : 359/5 ( reviews)
Book Synopsis Large Deviations for Markov Chains by : Alejandro D. de Acosta
Download or read book Large Deviations for Markov Chains written by Alejandro D. de Acosta. This book was released on 2022-10-12. Available in PDF, EPUB and Kindle. Book excerpt: This book studies the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space. Under suitable recurrence conditions, the ergodic theorem for additive functionals of a Markov chain asserts the almost sure convergence of the averages of a real or vector-valued function of the chain to the mean of the function with respect to the invariant distribution. In the case of empirical measures, the ergodic theorem states the almost sure convergence in a suitable sense to the invariant distribution. The large deviation theorems provide precise asymptotic estimates at logarithmic level of the probabilities of deviating from the preponderant behavior asserted by the ergodic theorems.
Author : Frank Hollander
Release : 2000
Genre : Mathematics
Kind : eBook
Book Rating : 359/5 ( reviews)
Book Synopsis Large Deviations by : Frank Hollander
Download or read book Large Deviations written by Frank Hollander. This book was released on 2000. Available in PDF, EPUB and Kindle. Book excerpt: Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.
Author : S. R. S. Varadhan
Release : 1984-01-31
Genre : Mathematics
Kind : eBook
Book Rating : 894/5 ( reviews)
Book Synopsis Large Deviations and Applications by : S. R. S. Varadhan
Download or read book Large Deviations and Applications written by S. R. S. Varadhan. This book was released on 1984-01-31. Available in PDF, EPUB and Kindle. Book excerpt: Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small.
