Large Deviations for Markov Chains (Hardcover)
Language: English
Published by Cambridge University Press, Cambridge, 2022
- Hardcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 119.49
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Hardcover. 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…
Seller Inventory # 9781316511893
- Title
- Large Deviations for Markov Chains (Hardcover)
- Author
- Alejandro D. de Acosta
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 2022
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1316511898
- ISBN 13
- 9781316511893
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CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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