Limit theorems for functionals of ergodic Markov chains with general state space / Xia Chen.

Format:

Book

Author/Creator:

Chen, Xia, 1956- author.

Series:

Memoirs of the American Mathematical Society ; no. 664.

Memoirs of the American Mathematical Society, 0065-9266 ; number 664

Language:

English

Subjects (All):

Central limit theorem.

Markov processes.

Large deviations.

Physical Description:

1 online resource (225 p.)

Edition:

1st ed.

Place of Publication:

Providence, Rhode Island : American Mathematical Society, [1999]

Language Note:

English

Summary:

This book is intended for graduate students and research mathematicians working probability theory and statistics.

Contents:

""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""

Notes:

"May 1999, volume 139, number 664 (third of 5 numbers)."

Includes bibliographical references (pages 200-203).

Description based on print version record.

ISBN:

1-4704-0253-X