Articoli correlati a Large Deviations for Discrete-time Processes With Averaging

Large Deviations for Discrete-time Processes With Averaging - Rilegato

 
9789067641487: Large Deviations for Discrete-time Processes With Averaging
Rilegato
ISBN 10: 9067641480 ISBN 13: 9789067641487
Casa editrice: De Gruyter, 1993

Sinossi

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.

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Editore
De Gruyter
Data di pubblicazione
1993
Lingua
Inglese
ISBN 10 
9067641480
ISBN 13 
9789067641487
Rilegatura
Copertina rigida
Numero edizione
1
Numero di pagine
192
Redattore
Gulinsky O. V.
Contatto del produttore
non disponibile
Persona responsabile
KreGa Onlinehandel GmbH
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info@krega-onlinehandel.de

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