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 Chains
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
Large Deviations - 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 write by Frank Hollander. This book was released on 2000. Large Deviations available in PDF, EPUB and Kindle. 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.
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 Sibylle U. Nerz. This book was released on 1991. Large Deviations for Markov Chains available in PDF, EPUB and Kindle.
Large Deviations for Stochastic Processes
Large Deviations for Stochastic Processes - 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 Stochastic Processes write by Jin Feng. This book was released on 2015-02-03. Large Deviations for Stochastic Processes available in PDF, EPUB and Kindle. The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are derived for a class of Hamilton-Jacobi equations in Hilbert spaces and in spaces of probability measures.
