Large deviations for additive functionals of Markov chains / [electronic resource] Alejandro D. de Acosta, Peter Ney.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
![](/opac-tmpl/bootstrap/itemtypeimg/bridge/e_book.png)
Current library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
---|---|---|---|---|---|---|---|
IMSc Library | IMSc Library | Link to resource | Available | EBK13523 |
"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
Mode of access : World Wide Web
Description based on print version record.
There are no comments on this title.