Large Deviations for Markov Chains - Alejandro D. de Acosta
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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 distri ... Pilns apraksts
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Aprašymas
Vairāk informācijas
| Autors | Alejandro D. de Acosta |
|---|---|
| Izdevējs | Cambridge University Press |
| Izlaides gads | 2022 |
| Vāka tips | Cietais vāks |
| EAN | 9781316511893 |