Articles liés à Large Deviations for Discrete-time Processes With Averaging

Large Deviations for Discrete-time Processes With Averaging - Couverture rigide

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

 
9789067641487: Large Deviations for Discrete-time Processes With Averaging
Couverture rigide
ISBN 10 : 9067641480 ISBN 13 : 9789067641487
Editeur : VSP International Science Publishers, 1993

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
VSP International Science Publishers
Date d'édition
1993
Langue
anglais
ISBN 10 
9067641480
ISBN 13 
9789067641487
Reliure
Relié
Nombre de pages
192
Coordonnées du fabricant
non disponible
Personne responsable
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