Large deviations for Markov chains:
This book studies the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space. Under suitable recurrence conditions, the ergodic theorem for additive functionals of a Markov chain asserts the almost sure convergence of the averages of...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge, United Kingdom ; New York, NY, USA ; Port Melbourne, VIC, Australia ; New Delhi, India ; Singapore
Cambridge University Press
2022
|
| Series: | Cambridge tracts in mathematics
229 |
| Subjects: | |
| Online Access: | BSB01 BTU01 FHN01 TUM01 TUM02 Volltext |
| Summary: | This book studies the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space. Under suitable recurrence conditions, the ergodic theorem for additive functionals of a Markov chain asserts the almost sure convergence of the averages of a real or vector-valued function of the chain to the mean of the function with respect to the invariant distribution. In the case of empirical measures, the ergodic theorem states the almost sure convergence in a suitable sense to the invariant distribution. The large deviation theorems provide precise asymptotic estimates at logarithmic level of the probabilities of deviating from the preponderant behavior asserted by the ergodic theorems |
| Physical Description: | 1 Online-Ressource (xii, 249 Seiten) |
| ISBN: | 9781009053129 |
| DOI: | 10.1017/9781009053129 |
Staff View
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| 520 | |a This book studies the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space. Under suitable recurrence conditions, the ergodic theorem for additive functionals of a Markov chain asserts the almost sure convergence of the averages of a real or vector-valued function of the chain to the mean of the function with respect to the invariant distribution. In the case of empirical measures, the ergodic theorem states the almost sure convergence in a suitable sense to the invariant distribution. The large deviation theorems provide precise asymptotic estimates at logarithmic level of the probabilities of deviating from the preponderant behavior asserted by the ergodic theorems | ||
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Record in the Search Index
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-sort | 3519.2 233 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| doi_str_mv | 10.1017/9781009053129 |
| format | Electronic eBook |
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| id | DE-604.BV048493349 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T20:42:38Z |
| indexdate | 2024-07-10T09:39:37Z |
| institution | BVB |
| isbn | 9781009053129 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033870775 |
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| owner_facet | DE-12 DE-92 DE-634 DE-91G DE-BY-TUM |
| physical | 1 Online-Ressource (xii, 249 Seiten) |
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| publishDate | 2022 |
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| publisher | Cambridge University Press |
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| series | Cambridge tracts in mathematics |
| series2 | Cambridge tracts in mathematics |
| spelling | Acosta, Alejandro D. de 1941- (DE-588)1050860756 aut Large deviations for Markov chains Alejandro D. de Acosta, Case Western Reserve University Cambridge, United Kingdom ; New York, NY, USA ; Port Melbourne, VIC, Australia ; New Delhi, India ; Singapore Cambridge University Press 2022 1 Online-Ressource (xii, 249 Seiten) txt rdacontent c rdamedia cr rdacarrier Cambridge tracts in mathematics 229 This book studies the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space. Under suitable recurrence conditions, the ergodic theorem for additive functionals of a Markov chain asserts the almost sure convergence of the averages of a real or vector-valued function of the chain to the mean of the function with respect to the invariant distribution. In the case of empirical measures, the ergodic theorem states the almost sure convergence in a suitable sense to the invariant distribution. The large deviation theorems provide precise asymptotic estimates at logarithmic level of the probabilities of deviating from the preponderant behavior asserted by the ergodic theorems Large deviations Markov processes Erscheint auch als Druck-Ausgabe 978-1-316-51189-3 Cambridge tracts in mathematics 229 (DE-604)BV047362617 229 https://doi.org/10.1017/9781009053129 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Acosta, Alejandro D. de 1941- Large deviations for Markov chains Cambridge tracts in mathematics Large deviations Markov processes |
| title | Large deviations for Markov chains |
| title_auth | Large deviations for Markov chains |
| title_exact_search | Large deviations for Markov chains |
| title_exact_search_txtP | Large deviations for Markov chains |
| title_full | Large deviations for Markov chains Alejandro D. de Acosta, Case Western Reserve University |
| title_fullStr | Large deviations for Markov chains Alejandro D. de Acosta, Case Western Reserve University |
| title_full_unstemmed | Large deviations for Markov chains Alejandro D. de Acosta, Case Western Reserve University |
| title_short | Large deviations for Markov chains |
| title_sort | large deviations for markov chains |
| topic | Large deviations Markov processes |
| topic_facet | Large deviations Markov processes |
| url | https://doi.org/10.1017/9781009053129 |
| volume_link | (DE-604)BV047362617 |
| work_keys_str_mv | AT acostaalejandrodde largedeviationsformarkovchains |