Limit theorems for functionals of ergodic Markov chains with general state space

書誌事項

Limit theorems for functionals of ergodic Markov chains with general state space

Xia Chen

(Memoirs of the American Mathematical Society, no. 664)

American Mathematical Society, 1999

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注記

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

Includes bibliographical references (p. 200-203)

内容説明・目次

内容説明

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

目次

Split chain and regeneration The central limit theorem The law of the iterated logarithm The moderate deviation principle Appendix References.

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