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Large Deviation Theorems For Sums Of Independent And Identically Distributed Random Vectors
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Book Synopsis Large-deviation Theorems for Sums of Independent and Identically Distributed Random Vectors by : Oleksandr Zaihraiev
Download or read book Large-deviation Theorems for Sums of Independent and Identically Distributed Random Vectors written by Oleksandr Zaihraiev and published by . This book was released on 2005 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis High-Dimensional Probability by : Roman Vershynin
Download or read book High-Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Book Synopsis Large Deviations For Performance Analysis by : Adam Shwartz
Download or read book Large Deviations For Performance Analysis written by Adam Shwartz and published by CRC Press. This book was released on 1995-09-01 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (iid random variables) through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit-switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well: basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analyzed using the tools developed in the first half of the book. Features: A transient analysis of the M/M/1 queue; a new analysis of an Aloha model using Markov modulated theory; new results for Erlang's model; new results for the AMS model; analysis of "serve the longer queue", "join the shorter queue" and other simple priority queues; and a simple analysis of the Flatto-Hahn-Wright model of processor-sharing.
Book Synopsis Sums of Independent Random Variables by : V.V. Petrov
Download or read book Sums of Independent Random Variables written by V.V. Petrov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: The classic "Limit Dislribntions fOT slt1ns of Independent Ramdorn Vari ables" by B.V. Gnedenko and A.N. Kolmogorov was published in 1949. Since then the theory of summation of independent variables has devel oped rapidly. Today a summing-up of the studies in this area, and their results, would require many volumes. The monograph by I.A. Ibragi mov and Yu. V. I~innik, "Independent and Stationarily Connected VaTiables", which appeared in 1965, contains an exposition of the contem porary state of the theory of the summation of independent identically distributed random variables. The present book borders on that of Ibragimov and Linnik, sharing only a few common areas. Its main focus is on sums of independent but not necessarily identically distri buted random variables. It nevertheless includes a number of the most recent results relating to sums of independent and identically distributed variables. Together with limit theorems, it presents many probahilistic inequalities for sums of an arbitrary number of independent variables. The last two chapters deal with the laws of large numbers and the law of the iterated logarithm. These questions were not treated in Ibragimov and Linnik; Gnedenko and KolmogoTOv deals only with theorems on the weak law of large numbers. Thus this book may be taken as complementary to the book by Ibragimov and Linnik. I do not, however, assume that the reader is familiar with the latter, nor with the monograph by Gnedenko and Kolmogorov, which has long since become a bibliographical rarity
Book Synopsis Limit Theorems for Large Deviations by : L. Saulis
Download or read book Limit Theorems for Large Deviations written by L. Saulis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: "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
Book Synopsis Limit Theorems of Probability Theory by : Yu.V. Prokhorov
Download or read book Limit Theorems of Probability Theory written by Yu.V. Prokhorov and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: A 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.
Book Synopsis Refined Large Deviation Limit Theorems by : Vladimir Vinogradov
Download or read book Refined Large Deviation Limit Theorems written by Vladimir Vinogradov and published by CRC Press. This book was released on 2023-06-14 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 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
Book Synopsis Limit Theorems for Multi-Indexed Sums of Random Variables by : Oleg Klesov
Download or read book Limit Theorems for Multi-Indexed Sums of Random Variables written by Oleg Klesov and published by Springer. This book was released on 2014-10-13 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting the first unified treatment of limit theorems for multiple sums of independent random variables, this volume fills an important gap in the field. Several new results are introduced, even in the classical setting, as well as some new approaches that are simpler than those already established in the literature. In particular, new proofs of the strong law of large numbers and the Hajek-Renyi inequality are detailed. Applications of the described theory include Gibbs fields, spin glasses, polymer models, image analysis and random shapes. Limit theorems form the backbone of probability theory and statistical theory alike. The theory of multiple sums of random variables is a direct generalization of the classical study of limit theorems, whose importance and wide application in science is unquestionable. However, to date, the subject of multiple sums has only been treated in journals. The results described in this book will be of interest to advanced undergraduates, graduate students and researchers who work on limit theorems in probability theory, the statistical analysis of random fields, as well as in the field of random sets or stochastic geometry. The central topic is also important for statistical theory, developing statistical inferences for random fields, and also has applications to the sciences, including physics and chemistry.
Book Synopsis Asymptotic Analysis of Random Walks by : A. A. Borovkov
Download or read book Asymptotic Analysis of Random Walks written by A. A. Borovkov and published by Cambridge University Press. This book was released on 2020-10-29 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic exposition provides a highly useful resource for academic researchers and professionals interested in applications of probability in statistics, ruin theory, and queuing theory. The large deviation principle for random walks was first established by the author in 1967, under the restrictive condition that the distribution tails decay faster than exponentially. (A close assertion was proved by S.R.S. Varadhan in 1966, but only in a rather special case.) Since then, the principle has always been treated in the literature only under this condition. Recently, the author jointly with A.A. Mogul'skii removed this restriction, finding a natural metric for which the large deviation principle for random walks holds without any conditions. This new version is presented in the book, as well as a new approach to studying large deviations in boundary crossing problems. Many results presented in the book, obtained by the author himself or jointly with co-authors, are appearing in a monograph for the first time.
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Entropy, Large Deviations, and Statistical Mechanics by : Richard.S. Ellis
Download or read book Entropy, Large Deviations, and Statistical Mechanics written by Richard.S. Ellis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has two main topics: large deviations and equilibrium statistical mechanics. I hope to convince the reader that these topics have many points of contact and that in being treated together, they enrich each other. Entropy, in its various guises, is their common core. The large deviation theory which is developed in this book focuses upon convergence properties of certain stochastic systems. An elementary example is the weak law of large numbers. For each positive e, P{ISn/nl 2: e} con verges to zero as n --+ 00, where Sn is the nth partial sum of indepen dent identically distributed random variables with zero mean. Large deviation theory shows that if the random variables are exponentially bounded, then the probabilities converge to zero exponentially fast as n --+ 00. The exponen tial decay allows one to prove the stronger property of almost sure conver gence (Sn/n --+ 0 a.s.). This example will be generalized extensively in the book. We will treat a large class of stochastic systems which involve both indepen dent and dependent random variables and which have the following features: probabilities converge to zero exponentially fast as the size of the system increases; the exponential decay leads to strong convergence properties of the system. The most fascinating aspect of the theory is that the exponential decay rates are computable in terms of entropy functions. This identification between entropy and decay rates of large deviation probabilities enhances the theory significantly.
Book Synopsis Large Deviations by : Frank Hollander
Download or read book Large Deviations written by Frank Hollander and published by American Mathematical Soc.. This book was released on 2000 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.
Download or read book Probability written by Rick Durrett and published by Cambridge University Press. This book was released on 2010-08-30 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
Book Synopsis Asymptotic Analysis of Random Walks: Light-Tailed Distributions by : A.A. Borovkov
Download or read book Asymptotic Analysis of Random Walks: Light-Tailed Distributions written by A.A. Borovkov and published by Cambridge University Press. This book was released on 2020-10-29 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: A systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.
Book Synopsis Random Processes for Engineers by : Bruce Hajek
Download or read book Random Processes for Engineers written by Bruce Hajek and published by Cambridge University Press. This book was released on 2015-03-12 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: • Calculus of random processes in linear systems • Kalman and Wiener filtering • Hidden Markov models for statistical inference • The estimation maximization (EM) algorithm • An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).
Book Synopsis Large Deviations by : Jean-Dominique Deuschel
Download or read book Large Deviations written by Jean-Dominique Deuschel and published by American Mathematical Soc.. This book was released on 2001 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 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).
Book Synopsis Regular Variation by : N. H. Bingham
Download or read book Regular Variation written by N. H. Bingham and published by Cambridge University Press. This book was released on 1989-06-15 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive account of the theory and applications of regular variation.
