Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process (Q2452875): Difference between revisions

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-.1016/j.spl.2013.12.023
@@ Property / DOI: 10.1016/j.spl.2013.12.023 / rank @@
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-Marina Kleptsyna
@@ Property / author: Marina Kleptsyna / rank @@
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@@ Property / author @@
+Marina Kleptsyna
@@ Property / author: Marina Kleptsyna / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2067470390
@@ Property / OpenAlex ID: W2067470390 / rank @@
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@@ Property / arXiv ID @@
+.5661
@@ Property / arXiv ID: 1312.5661 / rank @@
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@@ Property / cites work @@
+Multiplicative ergodicity and large deviations for an irreducible Markov chain.
+Normal rank
@@ Property / cites work @@
+New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences
+Normal rank
@@ Property / cites work @@
+Spectral theory and limit theorems for geometrically ergodic Markov processes
+Normal rank
@@ Property / cites work @@
+Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
+Normal rank
@@ Property / cites work @@
+Exponential Growth of Bifurcating Processes with Ancestral Dependence
+Normal rank
@@ Property / cites work @@
+Large deviation asymptotics and control variates for simulating large functions
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
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@@ Property / DOI @@
+.1016/J.SPL.2013.12.023
@@ Property / DOI: 10.1016/J.SPL.2013.12.023 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2452875