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Large deviations for additive functionals of Markov chains / Alejandro D. de Acosta and Peter Ney.

By: Contributor(s): Material type: TextTextSeries: Memoirs of the American Mathematical Society ; v 228, no 1070.Publication details: Providence : American Mathematical Society, c2014.Description: v, 108 p. : illustrations ; 26 cmISBN:
  • 9780821890899 (alk. paper)
Subject(s): DDC classification:
  • 510 23 Am512
Contents:
1. Introduction-- 2. The transform kernels Kg and their convergence parameters-- 3. Comparison of ?(g) and ? ? (g)-- 4. Proof of Theorem 1-- 5. A characteristic equation and the analyticity of ? f : the case when P has an atom C?S satisfying ? (C)>0-- 6. Characteristic equations and the analyticity of ? f: the general case when P is geometrically ergodic-- 7. Differentiation formulas for u g and ? f in the general case and their consequences-- 8. Proof of Theorem 2-- 9. Proof of Theorem 3-- 10. Examples-- 11. Applications to an autoregressive process and to reflected random walk-- Appendix-- Background comments-- References.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 510 Am512 (Browse shelf(Opens below)) Available 135891
Total holds: 0

"March 2014, volume 228, number 1070 (second of 5 numbers)."

Includes bibliographical references (pages 107-108).

1. Introduction--
2. The transform kernels Kg and their convergence parameters--
3. Comparison of ?(g) and ? ? (g)--
4. Proof of Theorem 1--
5. A characteristic equation and the analyticity of ? f : the case when P has an atom C?S satisfying ? (C)>0--
6. Characteristic equations and the analyticity of ? f: the general case when P is geometrically ergodic--
7. Differentiation formulas for u g and ? f in the general case and their consequences--
8. Proof of Theorem 2--
9. Proof of Theorem 3--
10. Examples--
11. Applications to an autoregressive process and to reflected random walk--
Appendix--
Background comments--
References.

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