|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910478880203321 |
|
|
Autore |
Chen Xia <1956-> |
|
|
Titolo |
Limit theorems for functionals of ergodic Markov chains with general state space / / Xia Chen |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Providence, Rhode Island : , : American Mathematical Society, , [1999] |
|
©1999 |
|
|
|
|
|
|
|
|
|
ISBN |
|
|
|
|
|
|
Descrizione fisica |
|
1 online resource (225 p.) |
|
|
|
|
|
|
Collana |
|
Memoirs of the American Mathematical Society, , 0065-9266 ; ; number 664 |
|
|
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
|
|
Soggetti |
|
Central limit theorem |
Markov processes |
Large deviations |
Electronic books. |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
"May 1999, volume 139, number 664 (third of 5 numbers)." |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references (pages 200-203). |
|
|
|
|
|
|
Nota di contenuto |
|
""Contents""; ""Introduction""; ""Chapter I. Split Chain and Regeneration""; ""I-1 Motivation and notation""; ""I-2 Split chain""; ""I-3 Maximal and minimal inequalities""; ""I-4 Maximal integrability on small sets""; ""Chapter II. The Central Limit Theorem""; ""II-1 Introduction""; ""II-2 Validity of CLT""; ""II-3 Identification of the limiting variance in the CLT""; ""II-4 The CLT and the ergodicity conditions""; ""Chapter III. The Law of the Iterated Logarithm""; ""III-1 Introduction""; ""III-2 The LIL and CLT""; ""III-3 Some remarks on the limit set""; ""III-4 The LIL in vector setting"" |
|
|
|
|
|
|
|