Multiplicative ergodicity and large deviations for an irreducible Markov chain.
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Publication:1879486
DOI10.1016/S0304-4149(00)00032-6zbMath1046.60065MaRDI QIDQ1879486
Publication date: 22 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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
- 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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