Large Deviations for Markov Chains

Large Deviations for Markov Chains

File Size : 74,74 MB
Total View : 8666 Views
DOWNLOAD

This book studies the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space. Under suitable r

Large Deviations

Large Deviations

File Size : 23,23 MB
Total View : 4462 Views
DOWNLOAD

The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is

Large Deviations and Applications

Large Deviations and Applications

File Size : 43,43 MB
Total View : 3043 Views
DOWNLOAD

Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative prop