Large Deviations for Discrete-Time Processes with Averaging

Print length: 192 pages
Language: English
Publisher: VSP International Science Publishers
Publication date: 1 August 1993

Name: Large Deviations for Discrete-Time Processes with Averaging
SKU: 9789067641487
Availability: InStock

SKU: 9789067641487

Original price was: ₹22,327.20.Current price is: ₹14,512.68.

Explore the intricate world of Large Deviations for Discrete-Time Processes with Averaging, a comprehensive guide based on the Cramér–Chernoff theorem. This essential book delves into the logarithmic asymptotics of sums of independent and identically distributed random variables, extending the theory to dependent and non-Markovian cases on function spaces. Discover practical applications in recurrent algorithms for identification and adaptive control. The authors present a dual approach: the first part utilizes the martingale method and the stochastic exponential, while the second part covers Freidlin’s approach with Frobenius-type theorems for positive operators. Ideal for researchers and practitioners seeking advanced insights into stochastic processes and their applications.

5 in stock

Category: Higher Education Textbooks Tag: O. V. Gulinsky