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Author: O. V. Gulinsky
Publisher: Walter de Gruyter GmbH & Co KG
Published: 2019-01-14
Total Pages: 192
ISBN-13: 3110917807
DOWNLOAD EBOOKNo detailed description available for "Large Deviations for Discrete-Time Processes with Averaging".
Author: Yuri Kifer
Publisher: American Mathematical Soc.
Published: 2009-08-07
Total Pages: 144
ISBN-13: 0821844253
DOWNLOAD EBOOKThe work treats dynamical systems given by ordinary differential equations in the form $\frac{dX^\varepsilon(t)}{dt}=\varepsilon B(X^\varepsilon(t),Y^\varepsilon(t))$ where fast motions $Y^\varepsilon$ depend on the slow motion $X^\varepsilon$ (coupled with it) and they are either given by another differential equation $\frac{dY^\varepsilon(t)}{dt}=b(X^\varepsilon(t), Y^\varepsilon(t))$ or perturbations of an appropriate parametric family of Markov processes with freezed slow variables.
Author: Keith Burns
Publisher: American Mathematical Soc.
Published: 2008
Total Pages: 358
ISBN-13: 0821842862
DOWNLOAD EBOOK"This book presents a collection of articles that cover areas of mathematics related to dynamical systems. The authors are well-known experts who use geometric and probabilistic methods to study interesting problems in the theory of dynamical systems and its applications. Some of the articles are surveys while others are original contributions. The topics covered include: Riemannian geometry, models in mathematical physics and mathematical biology, symbolic dynamics, random and stochastic dynamics. This book can be used by graduate students and researchers in dynamical systems and its applications."--BOOK JACKET.
Author: Bronius Grigelionis
Publisher: VSP
Published: 1994-01-01
Total Pages: 756
ISBN-13: 9789067641784
DOWNLOAD EBOOKThis Proceedings volume contains a selection of invited and other papers by international scientists which were presented at the VIth International Vilnius Conference on Probability Theory and Mathematical Statistics, held in Vilnius, Lithuania, 28 June--3 July, 1993. The main topics of the conference were: limit theorems, stochastic analysis and stochastic physics, quantum probability theory, statistics, change detection in random processes, and probabilistic number theory.
Author: Jin Feng
Publisher: American Mathematical Soc.
Published: 2015-02-03
Total Pages: 426
ISBN-13: 1470418703
DOWNLOAD EBOOKThe book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are derived for a class of Hamilton-Jacobi equations in Hilbert spaces and in spaces of probability measures.
Author: Vladimir Panov
Publisher: Springer
Published: 2017-11-21
Total Pages: 506
ISBN-13: 331965313X
DOWNLOAD EBOOKThis book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.
Author: S. R. S. Varadhan
Publisher: American Mathematical Soc.
Published: 2016-12-08
Total Pages: 114
ISBN-13: 082184086X
DOWNLOAD EBOOKThe theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed. The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems.
Author: Da-Quan Jiang
Publisher: Springer Science & Business Media
Published: 2004
Total Pages: 296
ISBN-13: 9783540206118
DOWNLOAD EBOOKAuthor: Mark I. Freidlin
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 442
ISBN-13: 1461206111
DOWNLOAD EBOOKA treatment of various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems. Apart from the long-time behaviour of the perturbed system, exit problems, metastable states, optimal stabilisation, and asymptotics of stationary distributions are considered in detail. The authors'main tools are the large deviation theory, the central limit theorem for stochastic processes, and the averaging principle. The results allow for explicit calculations of the asymptotics of many interesting characteristics of the perturbed system, and most of these results are closely connected with PDEs. This new edition contains expansions on the averaging principle, a new chapter on random perturbations of Hamiltonian systems, along with new results on fast oscillating perturbations of systems with conservation laws. New sections on wave front propagation in semilinear PDEs and on random perturbations of certain infinite-dimensional dynamical systems have been incorporated into the chapter on sharpenings and generalisations.
Author: Ibragimoc
Publisher: CRC Press
Published: 1996-09-01
Total Pages: 336
ISBN-13: 9782919875146
DOWNLOAD EBOOKFirst published in 1996. Routledge is an imprint of Taylor & Francis, an informa company.
