[PDF] On The Probability Of Large Deviations Of Random Variables eBook

Author : O. V. Gulinsky
Publisher : Walter de Gruyter GmbH & Co KG
Page : 192 pages
File Size : 50,96 MB
Release : 2019-01-14
Category : Mathematics
ISBN : 3110917807

GET BOOK

No detailed description available for "Large Deviations for Discrete-Time Processes with Averaging".

Author : Adam Shwartz
Publisher : CRC Press
Page : 576 pages
File Size : 43,30 MB
Release : 1995-09-01
Category : Mathematics
ISBN : 9780412063114

GET BOOK

This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (iid random variables) through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit-switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well: basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analyzed using the tools developed in the first half of the book. Features: A transient analysis of the M/M/1 queue; a new analysis of an Aloha model using Markov modulated theory; new results for Erlang's model; new results for the AMS model; analysis of "serve the longer queue", "join the shorter queue" and other simple priority queues; and a simple analysis of the Flatto-Hahn-Wright model of processor-sharing.

Author : Frank Hollander
Publisher : American Mathematical Soc.
Page : 164 pages
File Size : 44,25 MB
Release : 2000
Category : Mathematics
ISBN : 9780821844359

GET BOOK

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 : Amir Dembo
Publisher : Springer Science & Business Media
Page : 409 pages
File Size : 33,86 MB
Release : 2009-11-03
Category : Science
ISBN : 3642033113

GET BOOK

Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.

Author : Sourav Chatterjee
Publisher : Springer
Page : 175 pages
File Size : 44,5 MB
Release : 2017-08-31
Category : Mathematics
ISBN : 3319658166

GET BOOK

This book addresses the emerging body of literature on the study of rare events in random graphs and networks. For example, what does a random graph look like if by chance it has far more triangles than expected? Until recently, probability theory offered no tools to help answer such questions. Important advances have been made in the last few years, employing tools from the newly developed theory of graph limits. This work represents the first book-length treatment of this area, while also exploring the related area of exponential random graphs. All required results from analysis, combinatorics, graph theory and classical large deviations theory are developed from scratch, making the text self-contained and doing away with the need to look up external references. Further, the book is written in a format and style that are accessible for beginning graduate students in mathematics and statistics.

Author : L. Saulis
Publisher : Springer Science & Business Media
Page : 241 pages
File Size : 21,70 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 9401135304

GET BOOK

"Et moi ... - si j'avait su comment en revenir. One service mathematics has rendered the je n'y serais poin t aile.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O.H ea viside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service. topology has rendered mathematical physics .. .':: 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d 'e1:re of this series

Author : Roman Vershynin
Publisher : Cambridge University Press
Page : 299 pages
File Size : 36,77 MB
Release : 2018-09-27
Category : Business & Economics
ISBN : 1108415199

GET BOOK

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.