Limit theorems for functionals of ergodic Markov chains with general state space /

Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Chen, Xia, 1956-
Format: Électronique eBook
Langue:Inglés
Publié: Providence, R.I. : American Mathematical Society, ©1999.
Collection:Memoirs of the American Mathematical Society ; no. 664.
Sujets:
Central limit theorem.
Markov processes.
Large deviations.
Markov Chains
Théorème central limite.
Processus de Markov.
Grandes déviations.
MATHEMATICS > Essays.
MATHEMATICS > Pre-Calculus.
MATHEMATICS > Reference.
Central limit theorem
Large deviations
Markov processes
Markov-processen.
Ergodiciteit.
Limiettheorema's.
Processos markovianos.
Accès en ligne:Texto completo
Table des matières:
  • I. Split chain and regeneration II. The central limit theorem III. The law of the iterated logarithm IV. The moderate deviation principle.

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