Large Deviations for Discrete-Time Processes with Averaging - O. V. Gulinsky,A. Yu. Veretennikov
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Frontmatter -- Contents -- Preface -- Chapter 1. Introduction to large deviations -- Chapter 2. Large deviations for the non-markovian recursive scheme with additive svhite noise' -- Chapter 3. Large deviations for the recursive scheme with stationary disturbances -- Chapter 4. Generalization of cramer's theorem -- Chapter 5. Mixing for markov processes -- Chapter 6. The averaging principle for some recursi ... Täielik kirjeldus
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Kirjeldus
Frontmatter -- Contents -- Preface -- Chapter 1. Introduction to large deviations -- Chapter 2. Large deviations for the non-markovian recursive scheme with additive svhite noise' -- Chapter 3. Large deviations for the recursive scheme with stationary disturbances -- Chapter 4. Generalization of cramer's theorem -- Chapter 5. Mixing for markov processes -- Chapter 6. The averaging principle for some recursive stochastic schemes with state dependent noise -- Chapter 7. Normal deviations -- Chapter 8. Large deviations for markov processes -- Chapter 9. Large deviations for stationary processes -- Chapter 10. Large deviations for empirical measures -- Chapter 11. Large deviations in averaging principle -- Bibliography
Lisateave
| Autor | O. V. Gulinsky, A. Yu. Veretennikov |
|---|---|
| Kirjastaja | De Gruyter |
| Väljalaskeaasta | 1993 |
| Kaanetüüp | Kõvakaaneline |
| EAN | 9783110423495 |