Large Deviations for Discrete-Time Processes with Averaging / / O. V. Gulinsky, A. Yu. Veretennikov.
Saved in:
Superior document: | Title is part of eBook package: De Gruyter DGBA Mathematics - 1990 - 1999 |
---|---|
VerfasserIn: | |
Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2019] ©1993 |
Year of Publication: | 2019 |
Edition: | Reprint 2018 |
Language: | English |
Online Access: | |
Physical Description: | 1 online resource (186 p.) :; Num. figs. |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Table of Contents:
- Frontmatter
- Contents
- Preface
- Chapter 1. Introduction to large deviations
- Chapter 2. Large deviations for the non-markovian recursive scheme with additive svhite noise'
- Chapter 3. Large deviations for the recursive scheme with stationary disturbances
- Chapter 4. Generalization of cramer's theorem
- Chapter 5. Mixing for markov processes
- Chapter 6. The averaging principle for some recursive stochastic schemes with state dependent noise
- Chapter 7. Normal deviations
- Chapter 8. Large deviations for markov processes
- Chapter 9. Large deviations for stationary processes
- Chapter 10. Large deviations for empirical measures
- Chapter 11. Large deviations in averaging principle
- Bibliography