Large Deviations for Discrete-Time Processes with Averaging

✍ Scribed by O. V. Gulinsky; A. Yu. Veretennikov

Publisher: De Gruyter
Year: 1993
Tongue: English
Leaves: 192
Edition: Reprint 2018
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Contents
Preface
Chapter 1. Introduction to large deviations
Chapter 2. Large deviations for the non-markovian recursive scheme with additive svhite noise'
Chapter 3. Large deviations for the recursive scheme with stationary disturbances
Chapter 4. Generalization of cramer's theorem
Chapter 5. Mixing for markov processes
Chapter 6. The averaging principle for some recursive stochastic schemes with state dependent noise
Chapter 7. Normal deviations
Chapter 8. Large deviations for markov processes
Chapter 9. Large deviations for stationary processes
Chapter 10. Large deviations for empirical measures
Chapter 11. Large deviations in averaging principle
Bibliography

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