The functional moderate deviations for Harris recurrent Markov chains and applications
暂无分享,去创建一个
[1] K. L. Chung,et al. On the Zeros of ∑\limits n 1 ± 1 , 1949 .
[2] P. Erdos,et al. Some problems concerning the structure of random walk paths , 1963 .
[3] V. Strassen. An invariance principle for the law of the iterated logarithm , 1964 .
[4] H. Kesten. An iterated logarithm law for local time , 1965 .
[5] J. Azema,et al. Propriétés relatives des processus de Markov récurrents , 1969 .
[6] S. Orey. Lecture Notes on Limit Theorems for Markov Chain Transition Probabilities , 1971 .
[7] D. Vere-Jones. Markov Chains , 1972, Nature.
[8] E. Nummelin,et al. A splitting technique for Harris recurrent Markov chains , 1978 .
[9] K. Athreya,et al. A New Approach to the Limit Theory of Recurrent Markov Chains , 1978 .
[10] E. Nummelin. General irreducible Markov chains and non-negative operators: Preface , 1984 .
[11] N. Jain,et al. Asymptotic Behavior of the Local Time of a Recurrent Random Walk , 1984 .
[12] A. Acosta. Large Deviations for Vector-Valued Functionals of a Markov Chain: Lower Bounds , 1988 .
[13] Pál Révész,et al. Random walk in random and non-random environments , 1990 .
[14] A. Touati,et al. Loi Fonctionnelle du Logarithme Itere Pour les Processus de Markov Recurrents , 1990 .
[15] Jay Rosen,et al. The Range of Stable Random Walks , 1991 .
[16] Richard L. Tweedie,et al. Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.
[17] Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments , 1993 .
[18] Laws of the iterated logarithm for the local times of symmetric Levy processes and recurrent random walks , 1994 .
[19] Endre Csáki,et al. On additive functionals of Markov chains , 1995 .
[20] Wu Liming,et al. Moderate Deviations of Dependent Random Variables Related to CLT , 1995 .
[21] On additive functionals of diffusion processes , 1996 .
[22] Stephen S. Wilson,et al. Random iterative models , 1996 .
[23] A. Acosta. Moderate deviations for empirical measures of Markov chains : Lower bounds , 1997 .
[24] Amir Dembo,et al. Large Deviations Techniques and Applications , 1998 .
[25] A. Dembo,et al. Self-normalized moderate deviations and lils , 1998 .
[26] Large and moderate deviations for the local time of a recurrent Markov chain on ?2 , 1998 .
[27] Xia Chen,et al. Moderate Deviations for Empirical Measures of Markov Chains: Upper Bounds , 1998 .
[28] Xia Chen. The Law of the Iterated Logarithm for Functionals of Harris Recurrent Markov Chains: Self Normalization , 1999 .
[29] Xia Chen,et al. Limit Theorems for Functionals of Ergodic Markov Chains With General State Space , 1999 .
[30] Xia Chen,et al. How Often Does a Harris Recurrent Markov Chain Recur , 1999 .
[31] A. Guillin,et al. Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions , 1999 .
[32] Xia Chen. On the limit laws of the second order for additive functionals of Harris recurrent Markov chains , 2000 .
[33] A. Guillin,et al. Moderate deviations for Markov chains with atom , 2001 .
[34] Xia Chen. Moderate deviations for Markovian occupation times , 2001 .