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Author : I. Iscoe
Publisher :
ISBN 13 :
Total Pages : 47 pages
Book Rating : 4.:/5 (577 download)
Download or read book Large Deviations of Uniformly Recurrent Markov Additive Processes written by I. Iscoe and published by . This book was released on 1984 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alejandro D. de Acosta
Publisher : American Mathematical Soc.
ISBN 13 : 0821890891
Total Pages : 120 pages
Book Rating : 4.8/5 (218 download)
Download or read book Large Deviations for Additive Functionals of Markov Chains written by Alejandro D. de Acosta and published by American Mathematical Soc.. This book was released on 2014-03-05 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alejandro D. de Acosta
Publisher :
ISBN 13 : 1009063359
Total Pages : 264 pages
Book Rating : 4.0/5 (9 download)
Download or read book Large Deviations for Markov Chains written by Alejandro D. de Acosta and published by . This book was released on 2022-10-12 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book studies the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space. Under suitable recurrence conditions, the ergodic theorem for additive functionals of a Markov chain asserts the almost sure convergence of the averages of a real or vector-valued function of the chain to the mean of the function with respect to the invariant distribution. In the case of empirical measures, the ergodic theorem states the almost sure convergence in a suitable sense to the invariant distribution. The large deviation theorems provide precise asymptotic estimates at logarithmic level of the probabilities of deviating from the preponderant behavior asserted by the ergodic theorems.
Author : Grant Izmirlian
Publisher :
ISBN 13 :
Total Pages : 194 pages
Book Rating : 4.:/5 (89 download)
Download or read book Large Deviations for Additive Functionals of Markov Exhangeable Sequences written by Grant Izmirlian and published by . This book was released on 1993 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : O. V. Gulinsky
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110917807
Total Pages : 192 pages
Book Rating : 4.1/5 (19 download)
Download or read book Large Deviations for Discrete-Time Processes with Averaging written by O. V. Gulinsky and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-01-14 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Large Deviations for Discrete-Time Processes with Averaging".
Author : Enzo Olivieri
Publisher : Cambridge University Press
ISBN 13 : 9780521591638
Total Pages : 540 pages
Book Rating : 4.5/5 (916 download)
Download or read book Large Deviations and Metastability written by Enzo Olivieri and published by Cambridge University Press. This book was released on 2005-02-21 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher Description
Author : Frank den Hollander
Publisher : American Mathematical Soc.
ISBN 13 : 0821871722
Total Pages : 162 pages
Book Rating : 4.8/5 (218 download)
Download or read book Large Deviations written by Frank den Hollander and published by American Mathematical Soc.. This book was released on with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alan Weiss
Publisher : Routledge
ISBN 13 : 042984686X
Total Pages : 295 pages
Book Rating : 4.4/5 (298 download)
Download or read book Large Deviations For Performance Analysis written by Alan Weiss and published by Routledge. This book was released on 2019-03-07 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1995, Large Deviations for Performance Analysis consists of two synergistic parts. The first half develops the theory of large deviations from the beginning, 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 including, 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 analysed using the tools developed in the first half of the book.
Author : Andrea Martinelli
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (18 download)
Download or read book Large Deviations and Importance Sampling for Markov Additive Processes written by Andrea Martinelli and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jens Ledet Jensen
Publisher : Oxford University Press
ISBN 13 : 9780198522959
Total Pages : 348 pages
Book Rating : 4.5/5 (229 download)
Download or read book Saddlepoint Approximations written by Jens Ledet Jensen and published by Oxford University Press. This book was released on 1995 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains the ideas behind the saddlepoint approximations as well as giving a detailed mathematical description of the subject and many worked out examples.
Author : D. Kannan
Publisher : CRC Press
ISBN 13 : 9780824706609
Total Pages : 800 pages
Book Rating : 4.7/5 (66 download)
Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan and published by CRC Press. This book was released on 2001-10-23 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Author : James Bucklew
Publisher : Springer Science & Business Media
ISBN 13 : 1475740786
Total Pages : 262 pages
Book Rating : 4.4/5 (757 download)
Download or read book Introduction to Rare Event Simulation written by James Bucklew and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the probabilistic theory of large deviations. It allows us to view a vast assortment of simulation problems from a unified single perspective.
Author : Vitaly Bergelson
Publisher : Walter de Gruyter
ISBN 13 : 3110889382
Total Pages : 461 pages
Book Rating : 4.1/5 (18 download)
Download or read book Convergence in Ergodic Theory and Probability written by Vitaly Bergelson and published by Walter de Gruyter. This book was released on 2011-06-15 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: This series is devoted to the publication of monographs, lecture resp. seminar notes, and other materials arising from programs of the OSU Mathemaical Research Institute. This includes proceedings of conferences or workshops held at the Institute, and other mathematical writings.
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Author : Michael George Iltis
Publisher :
ISBN 13 :
Total Pages : 450 pages
Book Rating : 4.:/5 (89 download)
Download or read book Asymptotics of Large Deviations for I.I.D. and Markov Additive Random Variables in R[superscript D] written by Michael George Iltis and published by . This book was released on 1991 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yu. V. Prohorov
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3112313984
Total Pages : 720 pages
Book Rating : 4.1/5 (123 download)
Download or read book Probability Theory and Mathematical Statistics. Vol. 2 written by Yu. V. Prohorov and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "PROC. VILNIUS CONF. PROB. STAT. VOL. 2 (GRIGELIONIS) E-BOOK".
Author : S. R. S. Varadhan
Publisher : SIAM
ISBN 13 : 0898711894
Total Pages : 74 pages
Book Rating : 4.8/5 (987 download)
Download or read book Large Deviations and Applications written by S. R. S. Varadhan and published by SIAM. This book was released on 1984-01-31 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small.
Author : Harold Kushner
Publisher : Springer Science & Business Media
ISBN 13 : 038721769X
Total Pages : 485 pages
Book Rating : 4.3/5 (872 download)
Download or read book Stochastic Approximation and Recursive Algorithms and Applications written by Harold Kushner and published by Springer Science & Business Media. This book was released on 2006-05-04 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.
