TY  - BOOK
AU  - Acosta,Alejandro D.de
AU  - Ney,Peter
TI  - Large deviations for additive functionals of Markov chains
T2  - Memoirs of the American Mathematical Society, 
SN  - 9781470414825 (online)
AV  - QA273.67 .A26 2013
U1  - 519.2/33 23
PY  - 2013///]
CY  - Providence, Rhode Island
PB  - American Mathematical Society
KW  - Large deviations
KW  - Markov processes
KW  - Additive functions
N1  - "March 2014, volume 228, number 1070 (second of 5 numbers)."; Includes bibliographical references (pages 107-108); Chapter 1. Introduction; Chapter 2. The transform kernels $K_{g}$ 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 $C\in \mathcal {S}^+$ 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
UR  - http://www.ams.org/memo/1070/
UR  - http://dx.doi.org/10.1090/memo/1070
ER  -