Petrov's Local Limit Theorems for Large Deviations
Author: H. A. Cheong
Publisher:
Published: 1974
Total Pages:
ISBN-13:
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Author: H. A. Cheong
Publisher:
Published: 1974
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: L. Saulis
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 241
ISBN-13: 9401135304
DOWNLOAD EBOOK"Et moi ... - si j'avait su comment en revenir. One service mathematics has rendered the je n'y serais poin t aile.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O.H ea viside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service. topology has rendered mathematical physics .. .':: 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d 'e1:re of this series
Author: Narasinga Rao Chaganty
Publisher:
Published: 1982
Total Pages: 214
ISBN-13:
DOWNLOAD EBOOKAuthor: Yu.V. Prokhorov
Publisher: Springer Science & Business Media
Published: 2013-03-14
Total Pages: 280
ISBN-13: 3662041723
DOWNLOAD EBOOKA collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.
Author: Vladimir Vinogradov
Publisher: CRC Press
Published: 2023-06-14
Total Pages: 228
ISBN-13: 100094834X
DOWNLOAD EBOOKThis is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to the systematic study of results on large deviations in situations where Cramér's condition on the finiteness of exponential moments may not be satisfied
Author: Dmitry Dolgopyat
Publisher: Springer Nature
Published: 2023-07-31
Total Pages: 348
ISBN-13: 3031326016
DOWNLOAD EBOOKThis book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains. The inclusion of appendices with background material, numerous examples, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.
Author: Narasinga R. Chaganty
Publisher:
Published: 1986
Total Pages: 19
ISBN-13:
DOWNLOAD EBOOKThis paper presents a survey of large deviation local limit theorems for random vectors. The authors then establish a more extensive large deviation local limit theorem that requires somewhat weaker conditions even in the special cases proved earlier. (Author).
Author: Jean-Dominique Deuschel and Daniel W. Stroock
Publisher: American Mathematical Soc.
Published:
Total Pages: 296
ISBN-13: 9780821869345
DOWNLOAD EBOOKThis is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length course for advanced graduate students with a strong background in analysis and some probability theory. A large selection of exercises presents important material and many applications. The last two chapters present various non-uniform results (Chapter 5) and outline the analytic approach that allows one to test and compare techniques used in previous chapters (Chapter 6).
Author: Andrei N Frolov
Publisher: World Scientific
Published: 2019-10-10
Total Pages: 204
ISBN-13: 9811212848
DOWNLOAD EBOOKThis is the first book which the universal approach to strong laws of probability is discussed in. The universal theories are described for three important objects of probability theory: sums of independent random variables, processes with independent increments and renewal processes. Further generalizations are mentioned. Besides strong laws, large deviations are of independent interest. The case of infinite variations is considered as well. Readers can examine appropriate techniques and methods. Optimality of conditions is discussed.
Author:
Publisher: American Mathematical Soc.
Published:
Total Pages: 312
ISBN-13: 9780821814574
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