Large Deviations for Markov Chains. [elektronicky zdroj]
| Autor: | de Acosta, Alejandro D. |
|---|---|
| Jazyk: | angličtina |
| Informace o vydání: | Cambridge : Cambridge University Press, 2022. |
| Předmět: | |
| Vydání: | 1st ed. |
| Druh dokumentu: | Online; Non-fiction; Electronic document |
| Abstrakt: | Summary: 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. |
| Databáze: | Vybrané kolekce e-knih |
| Externí odkaz: |
|