Access the full text.
Sign up today, get DeepDyve free for 14 days.
Loading next page...
/lp/springer_journal/large-deviations-in-operator-form-06aG3kL0uW
References (25)
-
Z. Szewczak (2005)
A remark on a large deviation theorem for Markov chain with a finite number of states@@@A remark on a large deviation theorem for Markov chain with a finite number of states, 50
-
I. Volkov (1958)
On the Distribution of Sums of Random Variables Defined on a Homogeneous Markov Chain with a Finite Number of StatesTheory of Probability and Its Applications, 3
-
S. Nagaev (1961)
More Exact Statement of Limit Theorems for Homogeneous Markov ChainsTheory of Probability and Its Applications, 6
-
B. Rosén (1961)
On the asymptotic distribution of sums of independent identically distributed random variablesArkiv. Math., 4
-
Z. Szewczak (2007)
Edgeworth expansions in operator formStatistics & Probability Letters, 78
-
R. Bahadur, R. Rao (1960)
On Deviations of the Sample MeanAnnals of Mathematical Statistics, 31
-
V.V. Petrov (1965)
On the probabilities of large deviations for sums of independent random variablesTeor. Veroyatnost. i Primenen., 10
-
P. Civin, N. Dunford, J. Schwartz (1960)
Linear Operators. Part I: General Theory.American Mathematical Monthly, 67
-
Ioannis Kontoyiannis, S. Meyn (2002)
Spectral theory and limit theorems for geometrically ergodic Markov processesThe Annals of Applied Probability, 13
-
B. Gnedenko, B. Seckler, T. Teichmann (1968)
The theory of probability -
H. Hennion, L. Hervé (2001)
Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness -
I. Kontoyiannis, S.P. Meyn (2003)
Spectral theory and limit theorems for geometrically ergodic Markov chainsAnn. Appl. Probab., 13
-
Liming Wu (2000)
Uniformly Integrable Operators and Large Deviations for Markov ProcessesJournal of Functional Analysis, 172
-
Z.S. Szewczak (2005)
A remark on large deviation theorem for Markov chain with finite number of statesTeor. Veroyatnost. i Primenen., 50
-
A. Nagaev (2003)
Limit theorems and testing hypotheses on Markov chains, 13
-
B. Rosén (1962)
On the asymptotic distribution of sums of independent identically distributed random variablesArkiv för Matematik, 4
-
S.V. Nagaev (1961)
More exact statements of limit theorems for homogeneous Markov chainsTeor. Veroyatnost. i Primenen., 6
-
J. Jensen (1991)
Saddlepoint expansions for sums of Markov dependent variables on a continuous state spaceProbability Theory and Related Fields, 89
-
I.S. Volkov (1958)
On the distribution of sums of random variables defined on a homogeneous Markov chain with a finite number of statesTeor. Veroyatnost. i Primenen., 3
-
Patrick Billingsley (1970)
Convergence of Probability MeasuresThe Mathematical Gazette, 54
-
Z. Szewczak (2007)
On Limit Theorems for Continued FractionsJournal of Theoretical Probability, 22
-
P. Gudynas (1982)
Refinements of the Central Limit Theorem for Homogeneous Markov ChainsLithuanian Mathematical Journal, 22
-
Tosio Kato (1966)
Perturbation theory for linear operators -
I. Iscoe, P. Ney, E. Nummelin (1985)
Large deviations of uniformly recurrent Markov additive processesAdvances in Applied Mathematics, 6
-
V. Petrov (1965)
On the Probabilities of Large Deviations for Sums of Independent Random VariablesTheory of Probability and Its Applications, 10
- Publisher
- Springer Journals
- Copyright
- Copyright © 2008 by Springer Science + Business Media B.V.
- Subject
- Mathematics; Econometrics; Calculus of Variations and Optimal Control; Optimization; Potential Theory; Operator Theory; Fourier Analysis
- ISSN
- 1385-1292
- eISSN
- 1572-9281
- DOI
- 10.1007/s11117-008-2180-4
- Publisher site
- See Article on Publisher Site
Abstract
In this paper we introduce and investigate the so-called operator form of Cramér large deviations of order $$O(\sqrt{n})$$ for a class of transition probability functions.
Journal
Positivity – Springer Journals
Published: Oct 21, 2008