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Large deviations for Markov chains / Alejandro D. de Acosta (Case Western Reserve University)

By: Resource type: Ressourcentyp: BuchBookLanguage: English Series: Cambridge tracts in mathematics ; 229Publisher: Cambridge ; New York, NY ; Port Melbourne ; New Delhi ; Singapore : Cambridge University Press, 2022Description: xii, 249 Seiten ; 24 cmISBN:
  • 9781316511893
Subject(s): Additional physical formats: No title | 9781009053129 | Erscheint auch als: Large deviations for Markov chains. Online-Ausgabe Cambridge, United Kingdom : Cambridge University Press, 2022. 1 Online-Ressource (xii, 249 Seiten)DDC classification:
  • 519.2/33 23/eng20220521
  • 519.2/33 23/eng20220521
MSC: MSC: 60-02 | 60JxxRVK: RVK: SK 820LOC classification:
  • QA273.67
Summary: "The purpose of this book is to study 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 averages of a real or vector-valued function of the chain to the mean of the function with respect to the invariant measure. In the case of empirical measures, the ergodic theorem states the almost sure convergence in a suitable sense to the invariant measure. The large deviation theorems provide precise asymptotic estimates at logarithmic level of the probabilities of deviating from the preponderant behavior asserted by the ergodic theorems"-- Provided by publisherPPN: PPN: 1797390279
Holdings
Item type Home library Shelving location Call number Status Barcode
Freihandbestand ausleihbar Fachbibliothek Mathematik Bibliothek / frei aufgestellt Stoch. / Aco Available 36626519090
Total holds: 0
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