Large Deviations for Additive Functionals of Markov Chains - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Large Deviations for Additive Functionals of Markov Chains write by Alejandro D. de Acosta. This book was released on 2014-03-05. Large Deviations for Additive Functionals of Markov Chains available in PDF, EPUB and Kindle.
Large Deviations for Markov Chains
Large Deviations for Markov Chains - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Large Deviations for Markov Chains write by Alejandro D. de Acosta. This book was released on 2022-10-12. Large Deviations for Markov Chains available in PDF, EPUB and Kindle. 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.
Large Deviations for Additive Functionals of Markov Exhangeable Sequences
Large Deviations for Additive Functionals of Markov Exhangeable Sequences - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Large Deviations for Additive Functionals of Markov Exhangeable Sequences write by Grant Izmirlian. This book was released on 1993. Large Deviations for Additive Functionals of Markov Exhangeable Sequences available in PDF, EPUB and Kindle.
Local Limit Theorems for Inhomogeneous Markov Chains
Local Limit Theorems for Inhomogeneous Markov Chains - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Local Limit Theorems for Inhomogeneous Markov Chains write by Dmitry Dolgopyat. This book was released on 2023-07-31. Local Limit Theorems for Inhomogeneous Markov Chains available in PDF, EPUB and Kindle. This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains. The inclusion of appendices with background material, numerous examples, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.
On the Large Deviation Functions of Markov Chains
On the Large Deviation Functions of Markov Chains - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook On the Large Deviation Functions of Markov Chains write by University of Minnesota. Institute for Mathematics and Its Applications. This book was released on 1985. On the Large Deviation Functions of Markov Chains available in PDF, EPUB and Kindle.
