Limit Theorems on Large Deviations for Markov Stochastic Processes

A. D. Wentzell

ISBN 10: 0792301439 / ISBN 13: 9780792301431

Published by Springer, 1990

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Bibliographic Details

• Title: Limit Theorems on Large Deviations for Markov Stochastic Processes
• Publisher: Springer
• Publication Date: 1990
• Language: English
• ISBN 10: 0792301439
• ISBN 13: 9780792301431
• Binding: Hardback
• Condition: New
• Weight: 489 grams

About this title

Synopsis

One service mathematics has rendered the 'Et BIOi. .... si j'avait su comment en revenir. human race. It has put common sense back je n'y serais point aile.' Jules Verne where it belongs. on the topmost shelf next to the dusty canister labelled 'discarded non­ The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. Heaviside Math@matics is a tool for thought. A highly necessary tool in a world where both feedback and non­ Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com­ puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Synopsis

Limit theorems for stochastic processes are the natural modern generalization of limit theorems for sums of independent random variables. This volume (translated from the 1986 Russian original) examines this generalization, considering wide classes of families of stochastic processes instead of those based on independent random variables. Annotatio