Large deviations for additive functionals of Markov chains / Alejandro D. de Acosta, Peter Ney
Type de document : MonographieCollection : Memoirs of the American Mathematical Society, 1070Langue : anglais.Pays: Etats Unis.Éditeur : Providence (R.I.) : American Mathematical Society, cop. 2013Description : 1 vol. (V-108 p.) ; 26 cmISBN: 9780821890899.ISSN: 0065-9266.Bibliographie : Bibliographie p. 107-108.Sujet MSC : 60F10, Limit theorems in probability theory, Large deviations60J05, Probability theory and stochastic 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 chains (discrete-time Markov processes on discrete state spaces)
60B12, Probability theory on algebraic and topological structures, Limit theorems for vector-valued random variablesEn-ligne : Sommaire | Zentralblatt
| Item type | Current library | Call number | Status | Date due | Barcode |
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Monographie
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CMI Salle 1 | Séries AMS (Browse shelf(Opens below)) | Available | 12384-01 | |
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Monographie
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CMI Salle 1 | Séries AMS (Browse shelf(Opens below)) | Available | 12384-02 |
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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