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Limit Theorems on Large Deviations for Markov Stochastic Processes

โœ 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

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โœฆ 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

โœฆ Subjects


Statistics, general;Statistical Physics, Dynamical Systems and Complexity


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