Large Deviations For Additive Functionals Of Markov Chains
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Large Deviations For Additive Functionals Of Markov Chains
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Author : Alejandro D. de Acosta
language : en
Publisher: American Mathematical Soc.
Release Date : 2014-03-05
Large Deviations For Additive Functionals Of Markov Chains written by Alejandro D. de Acosta and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-05 with Mathematics categories.
Large Deviations For Additive Functionals Of Markov Chains
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Author : Alejandro D. de Acosta
language : en
Publisher:
Release Date : 2014-10-03
Large Deviations For Additive Functionals Of Markov Chains written by Alejandro D. de Acosta and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-10-03 with MATHEMATICS categories.
For a Markov chain {X?} with general state space S and f: S?R ?, the large deviation principle for {n ?1 ? =1 f(X?)} is proved under a condition on the chain which is weaker than uniform recurrence but stronger than geometric recurrence and an integrability condition on f, for a broad class of initial distributions. This result is extended to the case when f takes values in a separable Banach space. Assuming only geometric ergodicity and under a non-degeneracy condition, a local large deviation result is proved for bounded f. A central analytical tool is the transform kernel, whose required properties, including new results, are established. The rate function in the large deviation results is expressed in terms of the convergence parameter of the transform kernel.
Large Deviations For Additive Functionals Of Markov Exhangeable Sequences
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Author : Grant Izmirlian
language : en
Publisher:
Release Date : 1993
Large Deviations For Additive Functionals Of Markov Exhangeable Sequences written by Grant Izmirlian and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with categories.
Large Deviations For Markov Chains
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Author : Alejandro D. de Acosta
language : en
Publisher:
Release Date : 2022-10-12
Large Deviations For Markov Chains written by Alejandro D. de Acosta and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-12 with Mathematics categories.
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.
Large Deviations Techniques And Applications
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Author : Amir Dembo
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-11-03
Large Deviations Techniques And Applications written by Amir Dembo and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-11-03 with Science categories.
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.
Large Deviations
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Author : Jean-Dominique Deuschel
language : en
Publisher: American Mathematical Soc.
Release Date : 2001
Large Deviations written by Jean-Dominique Deuschel and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Mathematics categories.
This is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length course for advanced graduate students with a strong background in analysis and some probability theory. A large selection of exercises presents important material and many applications. The last two chapters present various non-uniform results (Chapter 5) and outline the analytic approach that allows one to test and compare techniques used in previous chapters (Chapter 6).
Markov Chains
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Author : Randal Douc
language : en
Publisher: Springer
Release Date : 2018-12-11
Markov Chains written by Randal Douc and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-11 with Mathematics categories.
This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeperthan that needed to study countable state space (very little measure theory is required). Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.
Automorphisms Of Manifolds And Algebraic K Theory Part Iii
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Author : Michael S. Weiss
language : en
Publisher: American Mathematical Soc.
Release Date : 2014-08-12
Automorphisms Of Manifolds And Algebraic K Theory Part Iii written by Michael S. Weiss and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-12 with Mathematics categories.
The structure space of a closed topological -manifold classifies bundles whose fibers are closed -manifolds equipped with a homotopy equivalence to . The authors construct a highly connected map from to a concoction of algebraic -theory and algebraic -theory spaces associated with . The construction refines the well-known surgery theoretic analysis of the block structure space of in terms of -theory.
Analysis Of The Hodge Laplacian On The Heisenberg Group
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Author : Detlef Muller
language : en
Publisher: American Mathematical Soc.
Release Date : 2014-12-20
Analysis Of The Hodge Laplacian On The Heisenberg Group written by Detlef Muller and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-12-20 with Mathematics categories.
The authors consider the Hodge Laplacian \Delta on the Heisenberg group H_n, endowed with a left-invariant and U(n)-invariant Riemannian metric. For 0\le k\le 2n+1, let \Delta_k denote the Hodge Laplacian restricted to k-forms. In this paper they address three main, related questions: (1) whether the L^2 and L^p-Hodge decompositions, 1
Higher Order Time Asymptotics Of Fast Diffusion In Euclidean Space A Dynamical Systems Approach written by Jochen Denzler and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-02-06 with Mathematics categories.
This paper quantifies the speed of convergence and higher-order asymptotics of fast diffusion dynamics on Rn to the Barenblatt (self similar) solution. Degeneracies in the parabolicity of this equation are cured by re-expressing the dynamics on a manifold with a cylindrical end, called the cigar. The nonlinear evolution becomes differentiable in Hölder spaces on the cigar. The linearization of the dynamics is given by the Laplace-Beltrami operator plus a transport term (which can be suppressed by introducing appropriate weights into the function space norm), plus a finite-depth potential well with a universal profile. In the limiting case of the (linear) heat equation, the depth diverges, the number of eigenstates increases without bound, and the continuous spectrum recedes to infinity. The authors provide a detailed study of the linear and nonlinear problems in Hölder spaces on the cigar, including a sharp boundedness estimate for the semigroup, and use this as a tool to obtain sharp convergence results toward the Barenblatt solution, and higher order asymptotics. In finer convergence results (after modding out symmetries of the problem), a subtle interplay between convergence rates and tail behavior is revealed. The difficulties involved in choosing the right functional spaces in which to carry out the analysis can be interpreted as genuine features of the equation rather than mere annoying technicalities.
Higher Order Time Asymptotics Of Fast Diffusion In Euclidean Space A Dynamical Systems Approach
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Author : Jochen Denzler
language : en
Publisher: American Mathematical Soc.
Release Date : 2015-02-06