Large deviations for additive functionals of Markov chains / Alejandro D. de Acosta, Peter Ney

Auteur: Acosta, Alejandro D. de (1941-) - AuteurCo-auteur: Ney, Peter E. (1930-) - AuteurType de document: MonographieCollection: Memoirs of the American Mathematical Society ; 1070Langue: anglaisPays: Etats UnisÉditeur: Providence (R.I.) : American Mathematical Society, cop. 2013Description: 1 vol. (V-108 p.) ; 26 cm ISBN: 9780821890899 ; br. ISSN: 0065-9266Note: Reviewer’s comment: In summary, this is a useful book for a researcher in probability theory. It is very carefully written and collects complete results in the area of large deviations for additive functionals of Markov chains.Bibliographie: Bibliographie p. 107-108. Sujets MSC: 60F10 Probability theory and stochastic processes -- Limit theorems -- Large deviations
60J05 Probability theory and stochastic processes -- Markov processes -- Discrete-time Markov processes on general state spaces
60J55 Probability theory and stochastic processes -- Markov processes -- Local time and additive functionals
60J10 Probability theory and stochastic processes -- Markov processes -- Markov chains (discrete-time Markov processes on discrete state spaces)
60B12 Probability theory and stochastic processes -- Probability theory on algebraic and topological structures -- Limit theorems for vector-valued random variables (infinite-dimensional case)
En-ligne: Sommaire | Zentralblatt
Location Call Number Status Date Due
Couloir 12384-01 / Séries AMS (Browse Shelf) Available
Couloir 12384-02 / Séries AMS (Browse Shelf) Available

Reviewer’s comment: In summary, this is a useful book for a researcher in probability theory. It is very carefully written and collects complete results in the area of large deviations for additive functionals of Markov chains.

Bibliographie p. 107-108

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