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Limit theorems for functionals of ergodic Markov chains with general state space / / Xia Chen
| Limit theorems for functionals of ergodic Markov chains with general state space / / Xia Chen |
| Autore | Chen Xia <1956-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [1999] |
| Descrizione fisica | 1 online resource (225 p.) |
| Disciplina |
510 s
519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Central limit theorem
Markov processes Large deviations |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-0253-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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"" |
| Record Nr. | UNINA-9910478880203321 |
Chen Xia <1956->
|
||
| Providence, Rhode Island : , : American Mathematical Society, , [1999] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Limit theorems for functionals of ergodic Markov chains with general state space / / Xia Chen
| Limit theorems for functionals of ergodic Markov chains with general state space / / Xia Chen |
| Autore | Chen Xia <1956-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [1999] |
| Descrizione fisica | 1 online resource (225 p.) |
| Disciplina |
510 s
519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Central limit theorem
Markov processes Large deviations |
| ISBN | 1-4704-0253-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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"" |
| Record Nr. | UNINA-9910788738103321 |
|
Chen Xia <1956->
|
||
| Providence, Rhode Island : , : American Mathematical Society, , [1999] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Limit theorems for functionals of ergodic Markov chains with general state space / / Xia Chen
| Limit theorems for functionals of ergodic Markov chains with general state space / / Xia Chen |
| Autore | Chen Xia <1956-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [1999] |
| Descrizione fisica | 1 online resource (225 p.) |
| Disciplina |
510 s
519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Central limit theorem
Markov processes Large deviations |
| ISBN | 1-4704-0253-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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"" |
| Record Nr. | UNINA-9910807392203321 |
|
Chen Xia <1956->
|
||
| Providence, Rhode Island : , : American Mathematical Society, , [1999] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||