• Title of article

    Multiplicative ergodicity and large deviations for an irreducible Markov chain

  • Author/Authors

    Balaji، نويسنده , , S. P. Meyn، نويسنده , , S.P.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    22
  • From page
    123
  • To page
    144
  • Abstract
    The paper examines multiplicative ergodic theorems and the related multiplicative Poisson equation for an irreducible Markov chain on a countable state space. The partial products are considered for a real-valued function on the state space. If the function of interest satisfies a monotone condition, or is dominated by such a function, then an normalized products converge geometrically quickly to a finite limiting value. ltiplicative Poisson equation admits a solution. deviation bounds are obtainable for the empirical measures.
  • Keywords
    ergodic theory , harmonic functions , Large deviations , Markov chain
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2000
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576715