Large Deviations for Markov Chains - Alejandro D. de Acosta
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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 distri ... Full description
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Description
More Information
| Author | Alejandro D. de Acosta |
|---|---|
| Publisher | Cambridge University Press |
| Release year | 2022 |
| Cover type | Hardcover |
| EAN | 9781316511893 |