Strong Deviation Theorem and Analytical Methods

Author: Liu Wen
Publisher:
Publish Date: 2003-09-01
Features: This book discusses the strong deviation theorem and its analytical methods, including: the basic ideas of the strong limit theorem and analytical methods, the strong limit theorem for non-homogeneous Markov chains, the strong deviation theorem for product distributions, the strong deviation theorem for Markov-type distributions, the method of generating functions in the strong deviation theorem, several strong limit theorems for gambling systems, the strong limit theorems for sequences of continuous and arbitrary random variables, and some limit properties of Markov chain fields on trees.