Acosta, Alejandro D. de, 1941-
Large deviations for additive functionals of Markov chains / [electronic resource] Alejandro D. de Acosta, Peter Ney. - Providence, Rhode Island : American Mathematical Society, [2013] - 1 online resource (v, 108 pages : illustrations) - Memoirs of the American Mathematical Society, v. 1070 0065-9266 (print); 1947-6221 (online); .
"March 2014, volume 228, number 1070 (second of 5 numbers)."
Includes bibliographical references (pages 107-108).
Chapter 1. Introduction Chapter 2. The transform kernels $K_$ and their convergence parameters Chapter 3. Comparison of $\Lambda (g)$ and $\phi _\mu (g)$ Chapter 4. Proof of Theorem 1 Chapter 5. A characteristic equation and the analyticity of $\Lambda _f$: the case when $P$ has an atom $C\in \mathcal ^+$ satisfying $\lambda ^*(C)>0$ Chapter 6. Characteristic equations and the analyticity of $\Lambda _f$: the general case when $P$ is geometrically ergodic Chapter 7. Differentiation formulas for $u_g$ and $\Lambda _f$ in the general case and their consequences Chapter 8. Proof of Theorem 2 Chapter 9. Proof of Theorem 3 Chapter 10. Examples Chapter 11. Applications to an autoregressive process and to reflected random walk Appendix Background comments
Access is restricted to licensed institutions
Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2014
Mode of access : World Wide Web
9781470414825 (online)
Large deviations.
Markov processes.
Additive functions.
QA273.67 / .A26 2013
519.2/33
Large deviations for additive functionals of Markov chains / [electronic resource] Alejandro D. de Acosta, Peter Ney. - Providence, Rhode Island : American Mathematical Society, [2013] - 1 online resource (v, 108 pages : illustrations) - Memoirs of the American Mathematical Society, v. 1070 0065-9266 (print); 1947-6221 (online); .
"March 2014, volume 228, number 1070 (second of 5 numbers)."
Includes bibliographical references (pages 107-108).
Chapter 1. Introduction Chapter 2. The transform kernels $K_$ and their convergence parameters Chapter 3. Comparison of $\Lambda (g)$ and $\phi _\mu (g)$ Chapter 4. Proof of Theorem 1 Chapter 5. A characteristic equation and the analyticity of $\Lambda _f$: the case when $P$ has an atom $C\in \mathcal ^+$ satisfying $\lambda ^*(C)>0$ Chapter 6. Characteristic equations and the analyticity of $\Lambda _f$: the general case when $P$ is geometrically ergodic Chapter 7. Differentiation formulas for $u_g$ and $\Lambda _f$ in the general case and their consequences Chapter 8. Proof of Theorem 2 Chapter 9. Proof of Theorem 3 Chapter 10. Examples Chapter 11. Applications to an autoregressive process and to reflected random walk Appendix Background comments
Access is restricted to licensed institutions
Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2014
Mode of access : World Wide Web
9781470414825 (online)
Large deviations.
Markov processes.
Additive functions.
QA273.67 / .A26 2013
519.2/33