Limit theorems for functionals of ergodic Markov chains with general state space / / Xia Chen
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| Autore: |
Chen Xia <1956->
|
| Titolo: |
Limit theorems for functionals of ergodic Markov chains with general state space / / Xia Chen
|
| Pubblicazione: | Providence, Rhode Island : , : American Mathematical Society, , [1999] |
| ©1999 | |
| Descrizione fisica: | 1 online resource (225 p.) |
| Disciplina: | 510 s |
| 519.2 | |
| Soggetto topico: | Central limit theorem |
| Markov processes | |
| Large deviations | |
| Soggetto genere / forma: | Electronic books. |
| 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"" |
| Titolo autorizzato: | Limit theorems for functionals of ergodic Markov chains with general state space |
| ISBN: | 1-4704-0253-X |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910478880203321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Memoirs of the American Mathematical Society ; ; no. 664.