Large Deviations for Markov Chains
portes grátis
Large Deviations for Markov Chains
de Acosta, Alejandro D.
Cambridge University Press
10/2022
230
Dura
Inglês
9781316511893
15 a 20 dias
Descrição não disponível.
Preface; 1. Introduction; 2. Lower bounds and a property of lambda; 3. Upper bounds I; 4. Identification and reconciliation of rate functions; 5. Necessary conditions - bounds on the rate function, invariant measures, irreducibility and recurrence; 6. Upper bounds II - equivalent analytic conditions; 7. Upper bounds III - sufficient conditions; 8. The large deviations principle for empirical measures; 9. The case when S is countable and P is matrix irreducible; 10. Examples; 11. Large deviations for vector-valued additive functionals; Appendix A; Appendix B; Appendix C; Appendix D; Appendix E; Appendix F; Appendix G; Appendix H; Appendix I; Appendix J; Appendix K; References; Author index; Subject index.
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Preface; 1. Introduction; 2. Lower bounds and a property of lambda; 3. Upper bounds I; 4. Identification and reconciliation of rate functions; 5. Necessary conditions - bounds on the rate function, invariant measures, irreducibility and recurrence; 6. Upper bounds II - equivalent analytic conditions; 7. Upper bounds III - sufficient conditions; 8. The large deviations principle for empirical measures; 9. The case when S is countable and P is matrix irreducible; 10. Examples; 11. Large deviations for vector-valued additive functionals; Appendix A; Appendix B; Appendix C; Appendix D; Appendix E; Appendix F; Appendix G; Appendix H; Appendix I; Appendix J; Appendix K; References; Author index; Subject index.
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