0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Probability & statistics

Buy Now

Large Deviations for Discrete-Time Processes with Averaging (Hardcover, Reprint 2018) Loot Price: R5,841
Discovery Miles 58 410
Large Deviations for Discrete-Time Processes with Averaging (Hardcover, Reprint 2018): O.V. Gulinsky, A.Yu. Veretennikov

Large Deviations for Discrete-Time Processes with Averaging (Hardcover, Reprint 2018)

O.V. Gulinsky, A.Yu. Veretennikov

 (sign in to rate)
Loot Price R5,841 Discovery Miles 58 410 | Repayment Terms: R547 pm x 12*

Bookmark and Share

Expected to ship within 12 - 17 working days

This book is mainly based on the Cramir--Chernoff renowned theorem, which deals with the 'rough' logarithmic asymptotics of the distribution of sums of independent, identically distributed random variables. The authors approach primarily the extensions of this theory to dependent, and in particular, nonmarkovian cases on function spaces. Recurrent algorithms of identification and adaptive control form the main examples behind the large deviation problems in this volume. The first part of the book exploits some ideas and concepts of the martingale approach, especially the concept of the stochastic exponential. The second part of the book covers Freindlin's approach, based on the Frobenius-type theorems for positive operators, which prove to be effective for the cases in consideration.

General

Imprint: De Gruyter
Country of origin: Germany
Release date: August 1993
First published: 1993
Authors: O.V. Gulinsky • A.Yu. Veretennikov
Dimensions: 240 x 170mm (L x W)
Format: Hardcover - Cloth over boards
Pages: 192
Edition: Reprint 2018
ISBN-13: 978-3-11-042349-5
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Promotions
LSN: 3-11-042349-9
Barcode: 9783110423495

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..

Statistics For Business And Economics
David Anderson, James Cochran, … Paperback  (1)
R1,305 Discovery Miles 13 050
Applied Business Statistics - Methods…
Trevor Wegner Paperback R951 Discovery Miles 9 510
Basic mathematics for economics students…
Derek Yu Paperback R383 Discovery Miles 3 830
Numbers, Hypotheses & Conclusions - A…
Colin Tredoux, Kevin Durrheim Paperback R969 R856 Discovery Miles 8 560
Time Series Analysis - With Applications…
Jonathan D. Cryer, Kung-Sik Chan Hardcover R2,795 Discovery Miles 27 950
Mathematical Statistics with…
William Mendenhall, Dennis Wackerly, … Paperback R1,429 R1,325 Discovery Miles 13 250
BI Statistical Methods - Volume I…
Peter Walley Hardcover R2,887 Discovery Miles 28 870
Advances in Quantum Monte Carlo
Shigenori Tanaka, Stuart M. Rothstein, … Hardcover R5,928 Discovery Miles 59 280
Pearson Edexcel AS and A level…
Paperback  (1)
R296 Discovery Miles 2 960
Pearson Edexcel International A Level…
Joe Skrakowski, Harry Smith Paperback R1,004 Discovery Miles 10 040
The Practice of Statistics for Business…
David S Moore, George P. McCabe, … Mixed media product R2,601 Discovery Miles 26 010
Pearson Edexcel AS and A level Further…
Paperback  (1)
R985 Discovery Miles 9 850

See more

Partners