Limit Theorems on Large Deviations for Markov Stochastic Processes
โ Scribed by A. D. Wentzell (auth.)
- Publisher
- Springer Netherlands
- Year
- 1990
- Tongue
- English
- Leaves
- 191
- Series
- Mathematics and Its Applications (Soviet Series) 38
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Table of Contents
Front Matter....Pages i-xv
Introduction....Pages 1-11
General Notions, Notation, Auxiliary Results....Pages 12-26
Estimates Associated with the Action Functional for Markov Processes....Pages 27-55
The Action Functional for Families of Markov Processes....Pages 56-78
Special Cases....Pages 79-114
Precise Asymptotics for Large Deviations....Pages 115-139
Asymptotics of the Probability of Large Deviations Due to Large Jumps of a Markov Process....Pages 140-168
Back Matter....Pages 169-176
โฆ Subjects
Statistics, general;Statistical Physics, Dynamical Systems and Complexity
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