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
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