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
Verlag: De Gruyter, 1993

Inhaltsangabe

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.

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Verlag
De Gruyter
Erscheinungsdatum
1993
Sprache
Englisch
ISBN 10 
9067641480
ISBN 13 
9789067641487
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
192
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
KreGa Onlinehandel GmbH
4950000000000
info@krega-onlinehandel.de

Birkenweg 31
Brakel
33034
Deutschland

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