Full Read and Download Reference eBook
Asymptotics Of Large Deviations For Iid And Markov Additive Random Variables In Rsuperscript D Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Asymptotics Of Large Deviations For Iid And Markov Additive Random Variables In Rsuperscript D book. This book definitely worth reading, it is an incredibly well-written.
Author : Michael George Iltis
Publisher :
Page : 450 pages
File Size : 12,11 MB
Release : 1991
Category : Large deviations
ISBN :
Author : O. V. Gulinsky
Publisher : Walter de Gruyter GmbH & Co KG
Page : 192 pages
File Size : 18,60 MB
Release : 2019-01-14
Category : Mathematics
ISBN : 3110917807
No detailed description available for "Large Deviations for Discrete-Time Processes with Averaging".
Author : Paulo Eduardo Oliveira
Publisher : Springer Science & Business Media
Page : 198 pages
File Size : 10,77 MB
Release : 2012-01-11
Category : Mathematics
ISBN : 3642255329
The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many asymptotic results were proved and improved. Despite this increased interest, characterizations and results remained essentially scattered in the literature published in different journals. The goal of this book is to bring together the bulk of these results, presenting the theory in a unified way, explaining relations and implications of the results. It will present basic definitions and characterizations, followed by a collection of relevant inequalities. These are then applied to characterize almost sure and weak convergence of sequences of associated variables. It will also cover applications of positive dependence to the characterization of asymptotic results in nonparametric statistics. The book is directed towards researchers in probability and statistics, with particular emphasis on people interested in nonparametric methods. It will also be of interest to graduate students in those areas. The book could also be used as a reference on association in a course covering dependent variables and their asymptotics. As prerequisite, readers should have knowledge of basic probability on the reals and on metric spaces. Some acquaintance with the asymptotics of random functions, such us empirical processes and partial sums processes, is useful but not essential.
Author : Frank Hollander
Publisher : American Mathematical Soc.
Page : 164 pages
File Size : 42,64 MB
Release : 2000
Category : Mathematics
ISBN : 9780821844359
Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.
Author : I. N. Sanov
Publisher :
Page : 104 pages
File Size : 44,26 MB
Release : 1958
Category : Deviation (Mathematics)
ISBN :
Author : D.W. Stroock
Publisher : Springer Science & Business Media
Page : 204 pages
File Size : 15,81 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 1461385148
These notes are based on a course which I gave during the academic year 1983-84 at the University of Colorado. My intention was to provide both my audience as well as myself with an introduction to the theory of 1arie deviations • The organization of sections 1) through 3) owes something to chance and a great deal to the excellent set of notes written by R. Azencott for the course which he gave in 1978 at Saint-Flour (cf. Springer Lecture Notes in Mathematics 774). To be more precise: it is chance that I was around N. Y. U. at the time'when M. Schilder wrote his thesis. and so it may be considered chance that I chose to use his result as a jumping off point; with only minor variations. everything else in these sections is taken from Azencott. In particular. section 3) is little more than a rewrite of his exoposition of the Cramer theory via the ideas of Bahadur and Zabel. Furthermore. the brief treatment which I have given to the Ventsel-Freidlin theory in section 4) is again based on Azencott's ideas. All in all. the biggest difference between his and my exposition of these topics is the language in which we have written. However. another major difference must be mentioned: his bibliography is extensive and constitutes a fine introduction to the available literature. mine shares neither of these attributes. Starting with section 5).
Author : Vladimir Vinogradov
Publisher : CRC Press
Page : 228 pages
File Size : 12,25 MB
Release : 1994-11-14
Category : Mathematics
ISBN : 9780582254992
This is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to the systematic study of results on large deviations in situations where Cramér's condition on the finiteness of exponential moments may not be satisfied
Author : Alejandro D. de Acosta
Publisher :
Page : 264 pages
File Size : 40,90 MB
Release : 2022-10-12
Category : Mathematics
ISBN : 1009063359
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.
Author : S. R. S. Varadhan
Publisher : SIAM
Page : 74 pages
File Size : 50,14 MB
Release : 1984-01-31
Category : Mathematics
ISBN : 0898711894
Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small.
Author : S. R. S. Varadhan
Publisher : American Mathematical Soc.
Page : 114 pages
File Size : 17,58 MB
Release : 2016-12-08
Category : Mathematics
ISBN : 082184086X
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 based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed. The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems.