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Limit Theorems on Large Deviations for Markov Stochastic Processes

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Published by Springer Netherlands in Dordrecht .
Written in English

Subjects:

  • Statistics

Book details:

Edition Notes

Statementby A. D. Wentzell
SeriesMathematics and Its Applications (Soviet Series) -- 38, Mathematics and Its Applications (Soviet Series) -- 38
Classifications
LC ClassificationsQA276-280
The Physical Object
Format[electronic resource] /
Pagination1 online resource (xv, 176 p.)
Number of Pages176
ID Numbers
Open LibraryOL27071228M
ISBN 109401073252, 9400918526
ISBN 109789401073257, 9789400918528
OCLC/WorldCa851384375

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() Rough Limit Theorems on Large Deviations for Markov Stochastic Processes. IV. Theory of Probability & Its Applications , Citation | PDF ( KB)Cited by: Problems on large deviations for stochastic processes.- Two opposite types of behaviour of probabilities of large deviations.- Rough theorems on large deviations; the action functional.- Survey of work on large deviations for stochastic processes.- The scheme for obtaining rough theorems on large deviations.- The. Limit Theorems for Stochastic Processes 2nd Edition Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. It should be useful to the professional probabilist or mathematical statistician, and of Cited by: The usefulness of from the of techniques perturbation theory operators, to kernel for limit theorems for a applied quasi-compact positive Q, obtaining Markov chains for stochastic of or dynamical by describing properties systems, of Perron- Frobenius has been demonstrated in several All use a operator, papers. these works share the features the features that must be same specific general.

  Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process depends on its entire pa Cited by: 7. Large deviations for Markov chains (theorem E).- Ergodic properties for Markov chains.- Stochastic properties of dynamical systems.- Expanding maps.- Proofs of some statements in probability theory.- Functional analysis results on quasi-compactness.- Generalization to the non-ergodic case (by L. Herve). (source: Nielsen Book Data) Summary. 4. Local central limit theorem (Theorem C) 41 VII. Renewal theorem for Markov chains (Theorem D) 43 1. Statements 43 2. Proof of Theorem VII.2 44 VIII. Large deviations for Markov chains (Theorem E) 49 1. Statement of the main result 49 2. Properties of the Laplace kerneis, function c 50 3. Logarithmic estimate: Theorem E-(i)-(ii) 52 4. Limit Theorems on Large Deviations for Markov Stochastic Processes ; Sensorium: Embodied Experience, Technology, and Contemporary Art ; The Works: Anatomy of a City Approximately Calculus Critical Concerns In Transfer Pricing And Practice Gray's Anatomy: The Anatomical Basis of Clinical Practice ; Financial Management: Theory & Practice.

ISBN: OCLC Number: Description: XV, Seiten. Contents: Problems on large deviations for stochastic processes.- Two opposite types of behaviour of probabilities of large deviations.- Rough theorems on large deviations; the action functional.- Survey of work on large deviations for stochastic processes.- The scheme for obtaining rough. Get this from a library! Limit theorems on large deviations for Markov stochastic processes. [Alexander D Wentzell] -- In recent decades a new branch of probability theory has been developing intensively, namely, limit theorems for stochastic processes. As compared to classical limit theorems for sums of independent. Wentzell A.D. () The Action Functional for Families of Markov Processes. In: Limit Theorems on Large Deviations for Markov Stochastic Processes. Author: A. D. Wentzell. Wentzell A.D. () Estimates Associated with the Action Functional for Markov Processes. In: Limit Theorems on Large Deviations for Markov Stochastic Processes. Mathematics and Its Applications (Soviet Series), vol Author: A. D. Wentzell.