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Large deviations for additive functionals of Markov chains /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Acosta, Alejandro D. de
Otros Autores: Ney, Peter
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Place of publication not identified] : [publisher not identified], 2014.
Colección:Memoirs of the American Mathematical Society.
Temas:
Acceso en línea:Texto completo

MARC

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100 1 |a Acosta, Alejandro D. de. 
245 1 0 |a Large deviations for additive functionals of Markov chains /  |c Acosta, Alejandro D. de. 
260 |a [Place of publication not identified] :  |b [publisher not identified],  |c 2014. 
300 |a 1 online resource 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Memoirs of the American Mathematical Society ;  |v v. 228 
500 |a Title from content provider. 
505 0 |a ""Contents""; ""Chapter 1. Introduction""; ""Chapter 2. The transform kernels _{ } and their convergence parameters""; ""2.1. Irreducibility""; ""2.2. Small functions and measures""; ""2.3. The convergence parameter""; ""2.4. The period of _{ } and aperiodicity""; ""Chapter 3. Comparison of Î?() and _{ }()""; ""Chapter 4. Proof of Theorem 1""; ""Chapter 5. A characteristic equation and the analyticity of Î?_{ }: the case when has an atom â?? â?ð satisfying *()>0"" 
505 8 |a ""Chapter 6. Characteristic equations and the analyticity of Î?_{ }: the general case when is geometrically ergodic""""Chapter 7. Differentiation formulas for _{ } and Î?_{ } 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""; ""11.1. Application of Theorem 1 to an autoregressive process""; ""11.2. Application of Theorem 2 to reflected random walk""; ""Appendix""; ""AI. Renewal sequences"" 
505 8 |a AII. Complex kernels and their associated renewal sequencesAIII. Renewal characterization of the convergence parameter -- AIV. Some consequences of ergodicity -- AV. Geometric ergodicity -- Background comments -- References 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Large deviations. 
650 0 |a Markov processes. 
650 0 |a Additive functions. 
650 2 |a Markov Chains 
650 6 |a Grandes déviations. 
650 6 |a Processus de Markov. 
650 6 |a Fonctions additives. 
650 7 |a Additive functions  |2 fast 
650 7 |a Large deviations  |2 fast 
650 7 |a Markov processes  |2 fast 
700 1 |a Ney, Peter. 
758 |i has work:  |a Large deviations for additive functionals of Markov chains (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCGy4cCKtbtvYWVw34PmyBP  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a De Acosta, Alejandro D.  |t Large Deviations for Additive Functionals of Markov Chains.  |d Providence : American Mathematical Society, ©1900  |z 9780821890899 
830 0 |a Memoirs of the American Mathematical Society. 
856 4 0 |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=3114088  |z Texto completo 
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