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Large Deviations for Markov Chains

By: Ohio) de Acosta Alejandro D. (Case Western Reserve University (Author)

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Ksh 22,800.00

Format: Hardback or Cased Book

ISBN-13: 9781316511893

Publisher: Cambridge University Press

Publication Date: Oct 27th, 2022

Weight: 544 grams

Dimension: 15.90 x 23.50 x 2.60 cms

Category: Real analysis, real variables

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The focus of this book is the probability of rare events deviating from the typical long-run behavior of empirical measures and vector-valued additive functionals of general state space Markov chains asserted by the ergodic theorem. The book is of interest to researchers in probability Theory, Statistical Mechanics, and Statistics.

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