Ebook: Limit Theorems on Large Deviations for Markov Stochastic Processes
Author: A. D. Wentzell (auth.)
- Tags: Statistics general, Statistical Physics Dynamical Systems and Complexity
- Series: Mathematics and Its Applications (Soviet Series) 38
- Year: 1990
- Publisher: Springer Netherlands
- Edition: 1
- Language: English
- pdf
Content:
Front Matter....Pages i-xv
Introduction....Pages 1-11
General Notions, Notation, Auxiliary Results....Pages 12-26
Estimates Associated with the Action Functional for Markov Processes....Pages 27-55
The Action Functional for Families of Markov Processes....Pages 56-78
Special Cases....Pages 79-114
Precise Asymptotics for Large Deviations....Pages 115-139
Asymptotics of the Probability of Large Deviations Due to Large Jumps of a Markov Process....Pages 140-168
Back Matter....Pages 169-176
Content:
Front Matter....Pages i-xv
Introduction....Pages 1-11
General Notions, Notation, Auxiliary Results....Pages 12-26
Estimates Associated with the Action Functional for Markov Processes....Pages 27-55
The Action Functional for Families of Markov Processes....Pages 56-78
Special Cases....Pages 79-114
Precise Asymptotics for Large Deviations....Pages 115-139
Asymptotics of the Probability of Large Deviations Due to Large Jumps of a Markov Process....Pages 140-168
Back Matter....Pages 169-176
....
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