Based on the Cramer-Chernoff theorem, which deals with the "rough" logarithmic asymptotics of the distribution of sums of independent, identically random variables, this work primarily approaches the extensions of this theory to dependent and, in particular, non-Markovian cases on function spaces. R
โฆ LIBER โฆ
๐
Large deviations and adiabatic transitions for dynamical systems and Markov processes in fully coupled averaging
โ Scribed by Yuri Kifer
- Publisher
- Amer Mathematical Society
- Year
- 2009
- Tongue
- English
- Leaves
- 144
- Series
- Memoirs of the American Mathematical Society 0944
- Category
- Library
โฌ Acquire This Volume
No coin nor oath required. For personal study only.
โฆ Synopsis
This work treats dynamical systems given by ordinary differential equations
๐ SIMILAR VOLUMES
Large Deviations for Discrete-Time Proce
โ O. V. Gulinsky, A. Yu Veretennikov, A. Yu Veretennikov
๐ Library
๐
1993
๐ Vsp;Walter de Gruyter;Vision Sports Publishing
๐ English
Large Deviations for Discrete-Time Proce
โ O. V. Gulinsky; A. Yu. Veretennikov
๐ Library
๐
1993
๐ De Gruyter
๐ English
Large deviations for discrete-time proce
โ Veretennikov, A. Yu; Gulinsky, O. V.
๐ Library
๐
1993
๐ VSP
๐ English
Large deviations for discrete-time proce
โ Veretennikov, A. Yu; Gulinsky, O. V.
๐ Library
๐
1993
๐ VSP
๐ English
Limit Theorems on Large Deviations for M
โ A. D. Wentzell (auth.)
๐ Library
๐
1990
๐ Springer Netherlands
๐ English
Large Deviations for Markov Chains
โ Alejandro D. de Acosta
๐ Library
๐
2022
๐ Cambridge University Press
๐ English
<span>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 averag