Chen, Xia. <br/><br/>
Limit Theorems for Functionals of Ergodic Markov Chains with General State Space. 

 - 1st ed. 
 - 1 online resource (225 pages) 
 - Memoirs of the American Mathematical Society ;  v.139 .
 - Memoirs of the American Mathematical Society .
<br/><br/>Intro -- Contents -- Introduction -- Chapter I. Split Chain and Regeneration -- I-1 Motivation and notation -- I-2 Split chain -- I-3 Maximal and minimal inequalities -- I-4 Maximal integrability on small sets -- Chapter II. The Central Limit Theorem -- II-1 Introduction -- II-2 Validity of CLT -- II-3 Identification of the limiting variance in the CLT -- II-4 The CLT and the ergodicity conditions -- Chapter III. The Law of the Iterated Logarithm -- III-1 Introduction -- III-2 The LIL and CLT -- III-3 Some remarks on the limit set -- III-4 The LIL in vector setting -- III-5 Some consequences -- III-6 Supplement -- Chapter IV. The moderate Deviation Principle -- IV-1 Introduction -- IV-2 Upper bounds -- IV-3 Lower bounds - for chains with a small set of order 1 -- IV-4 Lower bounds „ when ξ is bounded -- IV-5 Lower bounds „ when ξ ∈ CLT -- Appendix -- References. 
<br/><br/><label>ISBN: </label>9781470402532 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Central limit theorem.<br/>Markov processes.<br/>Large deviations.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>QA274.7 -- .C44 1999eb 
<br/><br/><label>Dewey Class. No.: </label>510 s;519.2