Revised, updated, and translated from the 1989 Russian edition, describes the application of the method of cumulants to limit theorems on large deviations, in such a manner as to be of interest to researchers and graduate students working on probability theory, mathematical statistics, or the applic
Limit Theorems for Large Deviations
β Scribed by L. Saulis, V.A. Statulevicius
- Publisher
- Springer
- Year
- 1991
- Tongue
- English
- Leaves
- 240
- Series
- Mathematics and its Applications
- Edition
- 1991
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
<span>This is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to the systematic study of results on large deviations in situations where CramΓ©r's condition on the finiteness of exponential moments may not be satisfied</span>
<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