|
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis
|
Buy Now
Large Deviations for Markov Chains (Hardcover)
Loot Price: R2,795
Discovery Miles 27 950
You Save: R519
(16%)
|
|
|
Large Deviations for Markov Chains (Hardcover)
Series: Cambridge Tracts in Mathematics
Expected to ship within 10 - 15 working days
|
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 averages of a real or vector-valued
function of the chain to the mean of the function with respect to
the invariant distribution. In the case of empirical measures, the
ergodic theorem states the almost sure convergence in a suitable
sense to the invariant distribution. 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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
Theory
Steven Lord, Fedor Sukochev, …
Hardcover
R4,141
Discovery Miles 41 410
See more
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
