02539cam  2200409 i 450000100090000000300050000900500170001400600190003100700150005000800410006502000270010604000350013305000240016808200170019210000450020924501250025426400710037930000530045033600210050333700250052433800230054949000740057250000650064650400570071150507810076850600500154953300950159953800360169458800470173065000220177765000220179965000240182170000320184577601600187785600440203785600480208117922605RPAM20170613145023.0ma     b    000 0 cr/|||||||||||170613s2013    riua    ob    000 0 eng    a9781470414825 (online)  aDLCbengcDLCerdadD LCdRPAM00aQA273.67b.A26 201300a519.2/332231 aAcosta, Alejandro D. de,d1941-eauthor.10aLarge deviations for additive functionals of Markov chains /h[electronic resource] cAlejandro D. de Acosta, Peter Ney. 1aProvidence, Rhode Island :bAmerican Mathematical Society,c[2013]  a1 online resource (v, 108 pages : illustrations)  atext2rdacontent  aunmediated2rdamedia  avolume2rdacarrier0 aMemoirs of the American Mathematical Society, x1947-6221 ; vv. 1070  a"March 2014, volume 228, number 1070 (second of 5 numbers)."  aIncludes bibliographical references (pages 107-108).00tChapter 1. IntroductiontChapter 2. The transform kernels $K_{g}$ and their convergence parameterstChapter 3. Comparison of $\Lambda (g)$ and $\phi _\mu (g)$tChapter 4. Proof of Theorem 1tChapter 5. A characteristic equation and the analyticity of $\Lambda _f$: the case when $P$ has an atom $C\in \mathcal {S}^+$ satisfying $\lambda ^*(C)>0$tChapter 6. Characteristic equations and the analyticity of $\Lambda _f$: the general case when $P$ is geometrically ergodictChapter 7. Differentiation formulas for $u_g$ and $\Lambda _f$ in the general case and their consequencestChapter 8. Proof of Theorem 2tChapter 9. Proof of Theorem 3tChapter 10. ExamplestChapter 11. Applications to an autoregressive process and to reflected random walktAppendixtBackground comments1 aAccess is restricted to licensed institutions  aElectronic reproduction.bProvidence, Rhode Island :cAmerican Mathematical Society.d2014  aMode of access : World Wide Web  aDescription based on print version record. 0aLarge deviations. 0aMarkov processes. 0aAdditive functions.1 aNey, Peter,d1930-eauthor.0 iPrint version: aAcosta, Alejandro D. de, 1941-tLarge deviations for additive functionals of Markov chains /w(DLC)   2013042546x0065-9266z97808218908994 3Contentsuhttp://www.ams.org/memo/1070/4 3Contentsuhttps://doi.org/10.1090/memo/1070