Probabilistic Tools

  • Jean-François Mari
  • René Schott


In this chapter, we provide background material on probability theory.


Markov Chain Hide Markov Model Markov Decision Process Large Deviation Principle Discrete Random Variable 
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  1. [Feller, 1970]
    Feller, W. (1970). An Introduction To Probability Theory and Its Applications, volume 2 volumes. Wiley.Google Scholar
  2. [Revuz, 1975]
    Hida, T. (1980). Brownian Motion. Springer Verlag.Google Scholar
  3. [Revuz, 1975]
    Revuz, D. (1975). Markov Chains. North-Holland.Google Scholar
  4. [Bucklew, 1990]
    Bucklew, J. (1990). Large Deviations Techniques in Decision, Simulation, and Estimation. Wiley.Google Scholar
  5. [Dembo and Zeitouni, 1993]
    Dembo, A. and Zeitouni, O. (1993). Large Deviations and Applications. Jones and Barlet.Google Scholar
  6. [Stroock, 1984]
    Stroock, D. (1984). An Introduction to the Theory of Large Deviations. Springer Verlag.Google Scholar
  7. [Varadhan, 1984]
    Varadhan, S. (1984). Large Deviations and Applications. SIAM.Google Scholar

Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • Jean-François Mari
    • 1
  • René Schott
    • 2
  1. 1.LORIA and Université Nancy 2France
  2. 2.Université Henri Poincaré-Nancy 1France

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