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Large Deviations for Markov Chains(Cambridge Tracts in Mathematics 229) hardcover 22

de Acosta, Alejandro D. 　著

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価格 \28,202（税込）

発行年月	2022年10月
出版社／提供元	Cambridge University Press
出版国	アメリカ合衆国
言語	英語
媒体	冊子
装丁	hardcover
ジャンル	洋書
ISBN	9781316511893
商品コード	1034277707
本の性格	学術書
新刊案内掲載月	2022年04月
商品URL	https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=1034277707

内容

The focus of this book is the probability of rare events deviating from the typical long-run behavior of empirical measures and vector-valued additive functionals of general state space Markov chains asserted by the ergodic theorem. The book is of interest to researchers in probability Theory, Statistical Mechanics, and Statistics.

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.