Large Deviations for Discrete-Time Processes with Averaging - Tapa dura

Gulinsky, O. V.; Veretennikov, A. Yu.

 
9789067641487: Large Deviations for Discrete-Time Processes with Averaging
Tapa dura
ISBN 10: 9067641480 ISBN 13: 9789067641487
Editorial: VSP International Science Publishers, 1993

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

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 Cramer--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.

Reseña del editor

Based on the Cramer-Chernoff theorem, which deals with the "rough" logarithmic asymptotics of the distribution of sums of independent, identically random variables, this work primarily approaches the extensions of this theory to dependent and, in particular, non-Markovian 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 covers Freidlin's approach, based on the Frobenius-type theorems for positive operators, whuch prove to be effective for the cases in consideration. The book should be of value and interest to scientists in the field of probability, statistics and electrical engineering, as well as physicists dealing with statistical mechanics.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
VSP International Science Publishers
Año de publicación
1993
Idioma
Inglés
ISBN 10 
9067641480
ISBN 13 
9789067641487
Encuadernación
Tapa dura
Número de páginas
192
Contacto del fabricante
no disponible
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9783110423495: Large Deviations for Discrete-Time Processes with Averaging

Edición Destacada

ISBN 10:  3110423499 ISBN 13:  9783110423495
Editorial: De Gruyter, 1993
Tapa dura