Large deviations for stochastic processes
โ Scribed by Feng J., Kurtz T.
- Year
- 2005
- Tongue
- English
- Leaves
- 414
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in t
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