Large Deviations for Additive Functionals of Markov Chains (Memoirs of the American Mathematical Society, Band 1070) - Softcover

De Acosta, Alejandro D.; Ney, Peter

Softcover

ISBN 10: 0821890891 ISBN 13: 9780821890899

Verlag: American Mathematical Society, 2014

Inhaltsangabe

For a Markov chain {X?} with general state space S and f:S?R ?, the large deviation principle for {n ?1 ? ??=1 f(X?)} is proved under a condition on the chain which is weaker than uniform recurrence but stronger than geometric recurrence and an integrability condition on f , for a broad class of initial distributions. This result is extended to the case when f takes values in a separable Banach space. Assuming only geometric ergodicity and under a non-degeneracy condition, a local large deviation result is proved for bounded f. A central analytical tool is the transform kernel, whose required properties, including new results, are established. The rate function in the large deviation results is expressed in terms of the convergence parameter of the transform kernel.

Über diesen Titel

Über die Autorin bzw. den Autor

Alejandro D. de Acosta is a Professor Emeritus of Mathematics.

Details zur Ausgabe

• Verlag: American Mathematical Society
• Erscheinungsdatum: 2014
• Sprache: Englisch
• ISBN 10: 0821890891
• ISBN 13: 9780821890899
• Einband: Taschenbuch
• Anzahl der Seiten: 108
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar