國立虎尾科技大學 |

Large deviations for Markov chains /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Large deviations for Markov chains // Alejandro D. de Acosta, Case Western Reserve University.
Author:	Acosta, Alejandro D. de,
Description:	1 online resource (xii, 249 pages) :digital, PDF file(s). :
Notes:	Title from publisher's bibliographic system (viewed on 19 Aug 2022).
Subject:	Large deviations. -
Online resource:	https://doi.org/10.1017/9781009053129
ISBN:	9781009053129 (ebook)

Large deviations for Markov chains /
Acosta, Alejandro D. de,1941-

Large deviations for Markov chains /Alejandro D. de Acosta, Case Western Reserve University. - 1 online resource (xii, 249 pages) :digital, PDF file(s). - Cambridge tracts in mathematics ;229. - Cambridge tracts in mathematics ;203..

Title from publisher's bibliographic system (viewed on 19 Aug 2022).

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.

ISBN: 9781009053129 (ebook)Subjects--Topical Terms:

527871
Large deviations.

LC Class. No.: QA273.67 / .A265 2022

Dewey Class. No.: 519.2/33

Large deviations for Markov chains /
LDR:01823nam a2200289 i 4500 001 1123456
003 UkCbUP
005 20220908132342.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 240926s2022||||enk o ||1 0|eng|d
020 $a 9781009053129 (ebook)
020 $z 9781316511893 (hardback)
035 $a CR9781009053129
040 $a UkCbUP $b eng $e rda $c UkCbUP
050 0 0 $a QA273.67 $b .A265 2022
082 0 0 $a 519.2/33 $2 23/eng20220521
100 1 $a Acosta, Alejandro D. de, $d 1941- $e author. $3 1440372
245 1 0 $a Large deviations for Markov chains / $c Alejandro D. de Acosta, Case Western Reserve University.
264 1 $a Cambridge, United Kingdom ; New York, NY : $b Cambridge University Press, $c 2022.
300 $a 1 online resource (xii, 249 pages) : $b digital, PDF file(s).
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
490 1 $a Cambridge tracts in mathematics ; $v 229
500 $a Title from publisher's bibliographic system (viewed on 19 Aug 2022).
520 $a 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.
650 0 $a Large deviations. $3 527871
650 0 $a Markov processes. $3 527825
776 0 8 $i Print version: $z 9781316511893
830 0 $a Cambridge tracts in mathematics ; $v 203. $3 1238301
856 4 0 $u https://doi.org/10.1017/9781009053129