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Large deviations for additive functionals of Markov chains /
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Place of publication not identified] :
[publisher not identified],
2014.
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| Colección: | Memoirs of the American Mathematical Society.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- ""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""
- ""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""
- 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