TY  - BOOK
AU  - de Acosta,Alejandro D.
AU  - Ney,Peter
TI  - Large Deviations for Additive Functionals of Markov Chains
T2  - Memoirs of the American Mathematical Society
SN  - 9781470414825
AV  - QA273.67 -- .A26 2013eb 
U1  - 519.233 
PY  - 2014///
CY  - Providence
PB  - American Mathematical Society
KW  - Large deviations
KW  - Markov processes
KW  - Additive functions
KW  - Electronic books
N1  - Intro -- 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 Λ(  ) and   _{  }(  ) -- Chapter 4. Proof of Theorem 1 -- Chapter 5. A characteristic equation and the analyticity of Λ_{  }: the case when    has an atom   ∈  ⁺ satisfying   *(  )&gt -- 0 -- Chapter 6. Characteristic equations and the analyticity of Λ_{  }: the general case when    is geometrically ergodic -- Chapter 7. Differentiation formulas for   _{  } and Λ_{  } 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 sequences -- AIII. Renewal characterization of the convergence parameter -- AIV. Some consequences of ergodicity -- AV. Geometric ergodicity -- Background comments -- References
UR  - https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3114088
ER  -