Frontmatter -- Contents -- Preface -- Chapter 1. Introduction to large deviations -- Chapter 2. Large deviations for the non-markovian recursive scheme with additive svhite noise' -- Chapter 3. Large deviations for the recursive scheme with stationary disturbances -- Chapter 4. Generalization of cramer's theorem -- Chapter 5. Mixing for markov processes -- Chapter 6. The averaging principle for some recursive stochastic schemes with state dependent noise -- Chapter 7. Normal deviations -- Chapter 8. Large deviations for markov processes -- Chapter 9. Large deviations for stationary processes -- Chapter 10. Large deviations for empirical measures -- Chapter 11. Large deviations in averaging principle -- Bibliography
| Autorius: | A. Yu. Veretennikov, O. V. Gulinsky, |
| Leidėjas: | De Gruyter |
| Išleidimo metai: | 1993 |
| Knygos puslapių skaičius: | 192 |
| ISBN-10: | 3110423499 |
| ISBN-13: | 9783110423495 |
| Formatas: | Knyga kietu viršeliu |
| Kalba: | Anglų |
| Žanras: | Reference works |
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