Titlebook: Analysis and Approximation of Rare Events; Representations and Amarjit Budhiraja,Paul Dupuis Book 2019 Springer Science+Business Media, LL

駭人

TOM

Vladimír Bobál,Josef B?hm,Ji?í Machá?ekIn Chap.?3 we presented several examples of representations and how they could be used for large deviation analysis.

陶醉

CLAY

Digital Self-tuning ControllersIn this chapter we develop the large deviation theory for the empirical measure of a Markov chain, thus generalizing Sanov’s theorem from Chap.?.. The ideas developed here are useful in other contexts, such as proving sample path large deviation properties of processes with multiple time scales as described in Sect.?..

Influx

Relative Entropy and Tightness of MeasuresIn this chapter we will collect results on relative entropy and tightness of probability measures that will be used many times in this book.

殺菌劑

Examples of Representations and Their ApplicationOur approach to the study of large deviations is based on convenient variational representations for expected values of nonnegative functionals. In this chapter we give three examples of such representations and show how they allow easy proofs of some classical results.

運(yùn)動(dòng)性

貪婪地吃

黑豹

廢止