Large Deviations for Markov Chains (English, Alejandro D. de Acosta)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9781316511893
ISBN-10
1316511898
Author
Alejandro D. de Acosta
About the Book
This book studies the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space. Under suitable recurrence conditions, the ergodic theorem for additive functionals of a Markov chain asserts the almost sure convergence of the averages of a real or vector-valued function of the chain to the mean of the function with respect to the invariant distribution. In the case of empirical measure…
ISBN: 9781316511893
ISBN-13: 9781316511893
ISBN-10: 1316511898
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Product ID: isbn-9781316511893
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