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Large Deviations for Additive Functionals of Markov Chains (Memoirs of the American Mathematical Society) By Alejandro De Acosta

Large Deviations for Additive Functionals of Markov Chains (Memoirs of the American Mathematical Society)
by Alejandro De Acosta

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Large Deviations for Additive Functionals of Markov Chains Summary


For a Markov chain {X?} with general state space S and f:S?R ?, the large deviation principle for {n ?1 ? ??=1 f(X?)} is proved under a condition on the chain which is weaker than uniform recurrence but stronger than geometric recurrence and an integrability condition on f , for a broad class of initial distributions. This result is extended to the case when f takes values in a separable Banach space. Assuming only geometric ergodicity and under a non-degeneracy condition, a local large deviation result is proved for bounded f. A central analytical tool is the transform kernel, whose required properties, including new results, are established. The rate function in the large deviation results is expressed in terms of the convergence parameter of the transform kernel.

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Additional information

Sku
GOR008387076
Title
Large Deviations for Additive Functionals of Markov Chains (Memoirs of the American Mathematical Society)
Author
Condition
Very Good
Binding type
Paperback
Publisher
American Mathematical Society
Year published
Number of pages
108
ISBN 10
0821890891
ISBN 13
9780821890899
Prizes
N/A
Cover note
Book picture is for illustrative purposes only, actual cover or edition may vary.
Note
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