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Large Deviations for Additive Functionals of Markov Chains by Alejandro De Acosta

Large Deviations for Additive Functionals of Markov Chains by Alejandro De Acosta

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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.

Additional Information

SKU GOR008387076
Title Large Deviations for Additive Functionals of Markov Chains
Author By (author) Alejandro De Acosta
Contributor By (author) Peter Ney
Condition VERYGOOD
Binding Type Paperback
Publisher American Mathematical Society
Year Published 2014
Page Number 108
ISBN 0821890891
ISBN13 9780821890899
Cover Note Book picture is for illustrative purposes only, actual cover or edition may vary.
Prizes N/A
Edition Text N/A
Note This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us.
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