TY  - BOOK
AU  - Chen,Xia
AU  - Chen,Xiao-Ming
TI  - Limit Theorems for Functionals of Ergodic Markov Chains with General State Space
T2  - Memoirs of the American Mathematical Society
SN  - 9781470402532
AV  - QA274.7 -- .C44 1999eb 
U1  - 510 s;519.2 
PY  - 1999///
CY  - Providence
PB  - American Mathematical Society
KW  - Central limit theorem
KW  - Markov processes
KW  - Large deviations
KW  - Electronic books
N1  - 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
UR  - https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3114451
ER  -