Large Deviations for Discrete-Time Processes with Averaging - Hardcover

Gulinsky, O. V.; Veretennikov, A. Yu.

 
9789067641487: Large Deviations for Discrete-Time Processes with Averaging
Hardcover
ISBN 10: 9067641480 ISBN 13: 9789067641487
Publisher: VSP International Science Publishers, 1993

Synopsis

01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information. This book is mainly based on the Cramér--Chernoff renowned theorem, which deals with the 'rough' logarithmic asymptotics of the distribution of sums of independent, identically distributed random variables. The authors approach primarily the extensions of this theory to dependent, and in particular, nonmarkovian cases on function spaces. Recurrent algorithms of identification and adaptive control form the main examples behind the large deviation problems in this volume. The first part of the book exploits some ideas and concepts of the martingale approach, especially the concept of the stochastic exponential. The second part of the book covers Freindlin's approach, based on the Frobenius-type theorems for positive operators, which prove to be effective for the cases in consideration.

"synopsis" may belong to another edition of this title.

Synopsis

Based on the Cramer-Chernoff theorem, which deals with the "rough" logarithmic asymptotics of the distribution of sums of independent, identically random variables, this work primarily approaches the extensions of this theory to dependent and, in particular, non-Markovian cases on function spaces. Recurrent algorithms of identification and adaptive control form the main examples behind the large deviation problems in this volume. The first part of the book exploits some ideas and concepts of the martingale approach, especially the concept of the stochastic exponential. The second part covers Freidlin's approach, based on the Frobenius-type theorems for positive operators, whuch prove to be effective for the cases in consideration. The book should be of value and interest to scientists in the field of probability, statistics and electrical engineering, as well as physicists dealing with statistical mechanics.

"About this title" may belong to another edition of this title.

Publisher
VSP International Science Publishers
Publication date
1993
Language
English
ISBN 10 
9067641480
ISBN 13 
9789067641487
Binding
Hardcover
Number of pages
192

Other Popular Editions of the Same Title

9783110423495: Large Deviations for Discrete-Time Processes with Averaging

Featured Edition

ISBN 10:  3110423499 ISBN 13:  9783110423495
Publisher: De Gruyter, 1993
Hardcover