000 03161nam a22004813i 4500
001 EBC3114088
003 MiAaPQ
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006 m o d |
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008 240724s2014 xx o ||||0 eng d
020 _a9781470414825
_q(electronic bk.)
020 _z9780821890899
035 _a(MiAaPQ)EBC3114088
035 _a(Au-PeEL)EBL3114088
035 _a(CaPaEBR)ebr11039707
035 _a(OCoLC)922981617
040 _aMiAaPQ
_beng
_erda
_epn
_cMiAaPQ
_dMiAaPQ
050 4 _aQA273.67 -- .A26 2013eb
082 0 _a519.233
100 1 _ade Acosta, Alejandro D.
245 1 0 _aLarge Deviations for Additive Functionals of Markov Chains.
250 _a1st ed.
264 1 _aProvidence :
_bAmerican Mathematical Society,
_c2014.
264 4 _c©2013.
300 _a1 online resource (120 pages)
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aMemoirs of the American Mathematical Society ;
_vv.228
505 0 _aIntro -- 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.
588 _aDescription based on publisher supplied metadata and other sources.
590 _aElectronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
650 0 _aLarge deviations.
650 0 _aMarkov processes.
650 0 _aAdditive functions.
655 4 _aElectronic books.
700 1 _aNey, Peter.
776 0 8 _iPrint version:
_ade Acosta, Alejandro D.
_tLarge Deviations for Additive Functionals of Markov Chains
_dProvidence : American Mathematical Society,c2014
_z9780821890899
797 2 _aProQuest (Firm)
830 0 _aMemoirs of the American Mathematical Society
856 4 0 _uhttps://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3114088
_zClick to View
999 _c69619
_d69619