Limit theorems for functionals of ergodic Markov chains with general state space:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Providence, RI
1999
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| Schriftenreihe: | American Mathematical Society: Memoirs of the American Mathematical Society
664 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | "Volume 139, number 664 (third of 5 numbers)." |
| Beschreibung: | XIV, 203 S. |
| ISBN: | 082181060X |
Internformat
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Datensatz im Suchindex
| _version_ | 1804127291331051520 |
|---|---|
| adam_text | CONTENTS
Introduction xi
Chapter I. Split Chain and Regeneration 1
1 1 Motivation and notation 1
1 2 Split chain 8
1 3 Maximal and minimal inequalities 19
1 4 Maximal integrability on small sets 24
Chapter II. The Central Limit Theorem 27
II 1 Introduction 27
II 2 Validity of CLT 29
II 3 Identification of the limiting variance in the CLT 38
II 4 The CLT and the ergodicity conditions 58
Chapter III. The Law of the Iterated Logarithm 67
III l Introduction 67
III 2 The LIL and CLT 69
III 3 Some remarks on the limit set 83
III 4 The LIL in vector setting 91
III 5 Some consequences 106
III 6 Supplement 113
Chapter IV. The moderate Deviation Principle 119
IV 1 Introduction 119
IV 2 Upper bounds 123
IV 3 Lower bounds — for chains with a small set of order 1 134
vii
viii CONTENTS
IV 4 Lower bounds — when £ is bounded 147
IV 5 Lower bounds — when £ e CLT 162
Appendix 172
References 200
|
| any_adam_object | 1 |
| author | Chen, Xia 1956- |
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| dewey-ones | 510 - Mathematics |
| dewey-raw | 510 |
| dewey-search | 510 |
| dewey-sort | 3510 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:31:01Z |
| institution | BVB |
| isbn | 082181060X |
| language | English |
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| physical | XIV, 203 S. |
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| series | American Mathematical Society: Memoirs of the American Mathematical Society |
| series2 | American Mathematical Society: Memoirs of the American Mathematical Society |
| spelling | Chen, Xia 1956- Verfasser (DE-588)134009401 aut Limit theorems for functionals of ergodic Markov chains with general state space Xia Chen Providence, RI 1999 XIV, 203 S. txt rdacontent n rdamedia nc rdacarrier American Mathematical Society: Memoirs of the American Mathematical Society 664 "Volume 139, number 664 (third of 5 numbers)." Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Große Abweichung (DE-588)4330658-5 gnd rswk-swf Zentraler Grenzwertsatz (DE-588)4067618-3 gnd rswk-swf Zentraler Grenzwertsatz (DE-588)4067618-3 s Markov-Prozess (DE-588)4134948-9 s Große Abweichung (DE-588)4330658-5 s DE-604 American Mathematical Society: Memoirs of the American Mathematical Society 664 (DE-604)BV008000141 664 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008583709&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Chen, Xia 1956- Limit theorems for functionals of ergodic Markov chains with general state space American Mathematical Society: Memoirs of the American Mathematical Society Markov-Prozess (DE-588)4134948-9 gnd Große Abweichung (DE-588)4330658-5 gnd Zentraler Grenzwertsatz (DE-588)4067618-3 gnd |
| subject_GND | (DE-588)4134948-9 (DE-588)4330658-5 (DE-588)4067618-3 |
| title | Limit theorems for functionals of ergodic Markov chains with general state space |
| title_auth | Limit theorems for functionals of ergodic Markov chains with general state space |
| title_exact_search | Limit theorems for functionals of ergodic Markov chains with general state space |
| title_full | Limit theorems for functionals of ergodic Markov chains with general state space Xia Chen |
| title_fullStr | Limit theorems for functionals of ergodic Markov chains with general state space Xia Chen |
| title_full_unstemmed | Limit theorems for functionals of ergodic Markov chains with general state space Xia Chen |
| title_short | Limit theorems for functionals of ergodic Markov chains with general state space |
| title_sort | limit theorems for functionals of ergodic markov chains with general state space |
| topic | Markov-Prozess (DE-588)4134948-9 gnd Große Abweichung (DE-588)4330658-5 gnd Zentraler Grenzwertsatz (DE-588)4067618-3 gnd |
| topic_facet | Markov-Prozess Große Abweichung Zentraler Grenzwertsatz |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008583709&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV008000141 |
| work_keys_str_mv | AT chenxia limittheoremsforfunctionalsofergodicmarkovchainswithgeneralstatespace |