Large Deviations for Discrete-Time Processes with Averaging
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
- 1993
- Publishers
- De Gruyter· Inc.
- Language
- English
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