Large Deviations for Discrete-Time Processes with Averaging / / O. V. Gulinsky, A. Yu. Veretennikov.

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Bibliographic Details
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.
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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