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Author : Paul H. Schuette
Publisher :
ISBN 13 :
Total Pages : 156 pages
Book Rating : 4.:/5 (89 download)
Download or read book Large Deviations for Trajectories of Sums of Random Variables written by Paul H. Schuette and published by . This book was released on 1991 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A.D. Wentzell
Publisher : Springer Science & Business Media
ISBN 13 : 9400918526
Total Pages : 192 pages
Book Rating : 4.4/5 (9 download)
Download or read book Limit Theorems on Large Deviations for Markov Stochastic Processes written by A.D. Wentzell and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent decades a new branch of probability theory has been developing intensively, namely, limit theorems for stochastic processes. As compared to classical limit theorems for sums of independent random variables, the generalizations are going here in two directions simultaneously. First, instead of sums of independent variables one considers stochastic processes belonging to certain broad classes. Secondly, instead of the distribution of a single sum - the distribution of the value of a stochastic process at one (time) point - or the joint distribution of the values of a process at a finite number of points, one considers distributions in an infinite-dimensional function space. For stochastic processes constructed, starting from sums of independent random variables, this is the same as considering the joint distribution of an unboundedly increasing number of sums.
Author : A. A. Borovkov
Publisher : Cambridge University Press
ISBN 13 : 1108901204
Total Pages : 437 pages
Book Rating : 4.1/5 (89 download)
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.
Author : Vladimir Vinogradov
Publisher : CRC Press
ISBN 13 : 1000941604
Total Pages : 226 pages
Book Rating : 4.0/5 (9 download)
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
Author : A.A. Borovkov
Publisher : Cambridge University Press
ISBN 13 : 1107074681
Total Pages : 437 pages
Book Rating : 4.1/5 (7 download)
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.
Author : O. V. Goulinskï
Publisher : VSP
ISBN 13 : 9789067641487
Total Pages : 200 pages
Book Rating : 4.6/5 (414 download)
Download or read book Large Deviations for Discrete-Time Processes with Averaging written by O. V. Goulinskï and published by VSP. This book was released on 1993 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is mainly based on the Cramir--Chernoff renowned theorem, which deals with the 'rough' logarithmic asymptotics of the distribution of sums of independent, identically distributed random variables. The authors approach primarily the extensions of this theory to dependent, and in particular, nonmarkovian cases on function spaces. Recurrent algorithms of identification and adaptive control form the main examples behind the large deviation problems in this volume. The first part of the book exploits some ideas and concepts of the martingale approach, especially the concept of the stochastic exponential. The second part of the book covers Freindlin's approach, based on the Frobenius-type theorems for positive operators, which prove to be effective for the cases in consideration.
Author : Oleksandr Zaihraiev
Publisher :
ISBN 13 :
Total Pages : 198 pages
Book Rating : 4.E/5 ( download)
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:
Author : Amir Dembo
Publisher : Springer Science & Business Media
ISBN 13 : 3642033113
Total Pages : 409 pages
Book Rating : 4.6/5 (42 download)
Download or read book Large Deviations Techniques and Applications written by Amir Dembo and published by Springer Science & Business Media. This book was released on 2009-11-03 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.
Author : Moshe Dror
Publisher : Springer
ISBN 13 : 0306481022
Total Pages : 782 pages
Book Rating : 4.3/5 (64 download)
Download or read book Modeling Uncertainty written by Moshe Dror and published by Springer. This book was released on 2019-11-05 with total page 782 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Yakowitz in his honor. Fifty internationally known scholars have collectively contributed 30 papers on modeling uncertainty to this volume. Each of these papers was carefully reviewed and in the majority of cases the original submission was revised before being accepted for publication in the book. The papers cover a great variety of topics in probability, statistics, economics, stochastic optimization, control theory, regression analysis, simulation, stochastic programming, Markov decision process, application in the HIV context, and others. There are papers with a theoretical emphasis and others that focus on applications. A number of papers survey the work in a particular area and in a few papers the authors present their personal view of a topic. It is a book with a considerable number of expository articles, which are accessible to a nonexpert - a graduate student in mathematics, statistics, engineering, and economics departments, or just anyone with some mathematical background who is interested in a preliminary exposition of a particular topic. Many of the papers present the state of the art of a specific area or represent original contributions which advance the present state of knowledge. In sum, it is a book of considerable interest to a broad range of academic researchers and students of stochastic systems.
Author : Anatolii Puhalskii
Publisher : CRC Press
ISBN 13 : 1420035800
Total Pages : 515 pages
Book Rating : 4.4/5 (2 download)
Download or read book Large Deviations and Idempotent Probability written by Anatolii Puhalskii and published by CRC Press. This book was released on 2001-05-07 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of our understanding of the connections between the large deviation principle (LDP) and well-known methods for establishing weak
Author :
Publisher :
ISBN 13 :
Total Pages : 482 pages
Book Rating : 4.3/5 (91 download)
Download or read book Chinese Journal of Contemporary Mathematics written by and published by . This book was released on 1998 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 : Bronius Grigelionis
Publisher : VSP
ISBN 13 : 9789067641289
Total Pages : 656 pages
Book Rating : 4.6/5 (412 download)
Download or read book Probability Theory and Mathematical Statistics written by Bronius Grigelionis and published by VSP. This book was released on 1990 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : B. Grigelionis
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3112319028
Total Pages : 624 pages
Book Rating : 4.1/5 (123 download)
Download or read book Probability Theory and Mathematical Statistics. Vol. 2 written by B. Grigelionis and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "PROB. TH. MATH. ST. ( GRIGELIONIS) VOL. 2 PROC.5/1989 E-BOOK".
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 : Evariste Giné
Publisher : Birkhäuser
ISBN 13 : 3034880693
Total Pages : 362 pages
Book Rating : 4.0/5 (348 download)
Download or read book Stochastic Inequalities and Applications written by Evariste Giné and published by Birkhäuser. This book was released on 2012-12-06 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.
Author : I︠A︡kov I︠U︡rʹevich Nikitin
Publisher : Cambridge University Press
ISBN 13 : 0521470293
Total Pages : 294 pages
Book Rating : 4.5/5 (214 download)
Download or read book Asymptotic Efficiency of Nonparametric Tests written by I︠A︡kov I︠U︡rʹevich Nikitin and published by Cambridge University Press. This book was released on 1995-06-30 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Making a substantiated choice of the most efficient statistical test is one of the basic problems of statistics. Asymptotic efficiency is an indispensable technique for comparing and ordering statistical tests in large samples. It is especially useful in nonparametric statistics where it is usually necessary to rely on heuristic tests. This monograph presents a unified treatment of the analysis and calculation of the asymptotic efficiencies of nonparametric tests. Powerful new methods are developed to evaluate explicitly different kinds of efficiencies. Of particular interest is the description of domains of the Bahadur local optimality and related characterisation problems based on recent research by the author. Other Russian results are also published here for the first time in English. Researchers, professionals and students in statistics will find this book invaluable.
