Multiplicative ergodicity and large deviations for an irreducible Markov chain.

DOI10.1016/S0304-4149(00)00032-6zbMath1046.60065MaRDI QIDQ1879486

Yanyan Li

Publication date: 22 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov chainlarge deviationsmultiplicative ergodic theory

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

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Cites Work

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• Markov additive processes. I: Eigenvalue properties and limit theorems
• Markov additive processes. II: Large deviations
• Markov chains and stochastic stability
• Large deviations for empirical measures of Markov chains
• Non-negative matrices and Markov chains. 2nd ed
• Subadditive ergodic theory
• A Liapounov bound for solutions of the Poisson equation
• General Irreducible Markov Chains and Non-Negative Operators

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