Large deviations for Markov chains /

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...

Ausführliche Beschreibung

Gespeichert in:
1. Verfasser:
Acosta, Alejandro D. de
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2022.
Ausgabe:
1st ed.
Zusammenfassung:
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 measures, the ergodic theorem states the almost sure convergence in a suitable sense to the invariant distribution. The large deviation theorems provide precise asymptotic estimates at logarithmic level of the probabilities of deviating from the preponderant behavior asserted by the ergodic theorems.
Umfang:
1 online resource (xii, 249 pages) : digital, PDF file(s).
Anmerkungen:
Title from publisher's bibliographic system (viewed on 19 Aug 2022).
Bibliografie:
Includes bibliographical references and index.
ISBN:
1-009-06335-9
1-009-05312-4
Schlagworte:
Large deviations.
Markov processes.
Bezugswerke:
Links: