Large Deviations for Markov Chains Hardback
by Alejandro D. (Case Western Reserve University, Ohio) de Acosta
Part of the Cambridge Tracts in Mathematics series
Hardback
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Description
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.
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Out of StockMore expected soonContact us for further information
- Format:Hardback
- Pages:230 pages, Worked examples or Exercises
- Publisher:Cambridge University Press
- Publication Date:27/10/2022
- Category:
- ISBN:9781316511893
Information
-
Out of StockMore expected soonContact us for further information
- Format:Hardback
- Pages:230 pages, Worked examples or Exercises
- Publisher:Cambridge University Press
- Publication Date:27/10/2022
- Category:
- ISBN:9781316511893