Large deviations for markov chains
Auteur :
de Acosta, Alejandro D.
Éditeur :
Cambridge University Press
ISBN :
9781316511893
Date de publication :
27 oct. 2022
Dimensions :
23,5 x 15,8 x 2,2 cm
Poids :
550 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The focus of this book is the probability of rare events deviating from the typical long-run behavior of empirical measures and vector-valued additive functionals of general state space Markov chains asserted by the ergodic theorem. The book is of interest to researchers in probability Theory, Statistical Mechanics, and Statistics.