Large Deviations for Discrete-Time Processes with Averaging / Najlacnejšie knihy
Large Deviations for Discrete-Time Processes with Averaging

Code: 09102311

Large Deviations for Discrete-Time Processes with Averaging

by O. V. Gulinsky, A. Yu. Veretennikov

This book is mainly based on the Cramir--Chernoff renowned theorem, which deals with the 'rough' logarithmic asymptotics of the distribution of sums of independent, identically distributed random variables. The authors approach pr ... more

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Book synopsis

This book is mainly based on the Cramir--Chernoff renowned theorem, which deals with the 'rough' logarithmic asymptotics of the distribution of sums of independent, identically distributed random variables. The authors approach primarily the extensions of

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