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Large Deviations for Markov Chains (Hardcover) Loot Price: R2,715
Discovery Miles 27 150
Repayment Terms: R254 pm x 12*
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Large Deviations for Markov Chains (Hardcover): Alejandro D De Acosta

Large Deviations for Markov Chains (Hardcover)

Alejandro D De Acosta

Series: Cambridge Tracts in Mathematics

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Was R3,222 Loot Price R2,715 Discovery Miles 27 150 | Repayment Terms: R254 pm x 12* You Save R507 (16%)

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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

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Cambridge Tracts in Mathematics
Release date: October 2022
Authors: Alejandro D De Acosta
Dimensions: 235 x 158 x 22mm (L x W x T)
Format: Hardcover
Pages: 230
ISBN-13: 978-1-316-51189-3
Categories: Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Real analysis
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis
Books > Science & Mathematics > Mathematics > Topology > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN: 1-316-51189-8
Barcode: 9781316511893

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