Large deviations for additive functionals of Markov chains. Memoirs of the American Mathematical Society; 1070.

De Acosta, Alejandro D.; Ney, Peter

ISBN 10: 0821890891 / ISBN 13: 9780821890899

Published by Providence, American Math. Soc, 2014

About this Item

Ex-library in GOOD condition with library-signature and stamp(s). Some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-00027 9780821890899 Sprache: Englisch Gewicht in Gramm: 350.

Seller Inventory # 2482526

Bibliographic Details

• Title: Large deviations for additive functionals of Markov chains. Memoirs of the American Mathematical Society; 1070.
• Publisher: Providence, American Math. Soc
• Publication Date: 2014
• Language: English
• ISBN 10: 0821890891
• ISBN 13: 9780821890899
• Binding: Softcover
• Weight: 350 grams
• Seller catalogs:
  • SA MATHEMATIK

About this title

Synopsis

For a Markov chain X with general state space S and , 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.

About the Author

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