000 | 03161nam a22004813i 4500 | ||
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001 | EBC3114088 | ||
003 | MiAaPQ | ||
005 | 20240729124559.0 | ||
006 | m o d | | ||
007 | cr cnu|||||||| | ||
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 |
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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 |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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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 *( )> -- 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 |