Alejandro D. de Acosta (Ohio Case Western Reserve University)

Gebundenes Buch

Large Deviations for Markov Chains

Beschreibung

The focus of this book is the probability of rare events deviating from the typical long-run behavior of empirical measures and vector-valued additive functionals of general state space Markov chains asserted by the ergodic theorem. The book is of interest to researchers in probability Theory, Statistical Mechanics, and Statistics.

Autor

Alejandro D. de Acosta is Professor Emeritus in the Department of Mathematics, Applied Mathematics and Statistics at Case Western Reserve University. He has taught at the University of California at Berkeley, Massachusetts Institute of Technology, Universidad Nacional de La Plata and Universidad Nacional de Buenos Aires (Argentina), Instituto Venezolano de Investigaciones Científicas, University of Wisconsin-Madison, and, since 1983, at Case Western Reserve University. He is a Fellow of the Institute of Mathematical Statistics, and has served on the editorial boards of the Annals of Probability and the Journal of Theoretical Probability. He has published research papers in a number of areas of Probability Theory.

Produktdetails

• Cambridge Tracts in Mathematics
• Verlag: Cambridge University Press
• Seitenzahl: 262
• Erscheinungstermin: 28. September 2022
• Englisch
• Abmessung: 235mm x 157mm x 20mm
• Gewicht: 544g
• ISBN-13: 9781316511893
• ISBN-10: 1316511898
• Artikelnr.: 63622131