Large Deviations for Discrete-Time Processes with Averaging

Large Deviations for Discrete-Time Processes with Averaging

5/5

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.

First published
2019
Publishers
De Gruyter· Inc.
Subjects
Discrete-time systems

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