Large Deviations for Markov Chains: 229 (Cambridge Tracts in Mathematics, Series Number 229) - Image 1

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Cambridge University Press Large Deviations for Markov Chains: 229 (Cambridge Tracts in Mathematics, Series Number 229)

Name: Large Deviations for Markov Chains: 229 (Cambridge Tracts in Mathematics, Series Number 229)
Brand: Cambridge University Press
Price: 84.44 GBP
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Applied Mathematics

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Description

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. Book Description A study of large deviations for empirical measures and vector-valued additive functionals of general state space Markov chains. About the Author Alejandro D. de Acosta is Professor Emeritus in the Department of Mathematics, Applied Mathematics and Statistics at Case Western Reserve University. He has taught at the University of California at Berkeley, Massachusetts Institute of Technology, Universidad Nacional de La Plata and Universidad Nacional de Buenos Aires (Argentina), Instituto Venezolano de Investigaciones Científicas, University of Wisconsin–Madison, and, since 1983, at Case Western Reserve University. He is a Fellow of the Institute of Mathematical Statistics, and has served on the editorial boards of the Annals of Probability and the Journal of Theoretical Probability. He has published research papers in a number of areas of Probability Theory.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 1316511898
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 27 October 2022
Listed Since: 24 December 2021

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Cambridge University Press Large Deviations for Markov Chains: 229 (Cambridge Tracts in Mathematics, Series Number 229)

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