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Large Deviations for Markov Chains (English, Alejandro D. de Acosta) - Image 1 - BookBajar

Large Deviations for Markov Chains (English, Alejandro D. de Acosta)

by Alejandro D. de Acosta

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Book Details

Publisher
Cambridge University Press
Language
English
ISBN-13
9781316511893
ISBN-10
1316511898
Author
Alejandro D. de Acosta

About the Book

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 measure…

ISBN: 9781316511893

ISBN-13: 9781316511893
ISBN-10: 1316511898

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ISBN-10: 1316511898. ISBN-13: 9781316511893. Large Deviations for Markov Chains (English, Alejandro D. de Acosta) by Alejandro D. de Acosta. Available on BookBajar.
Product ID: isbn-9781316511893