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Limit theorems for functionals of ergodic Markov chains with general state space
About this Title
Xia Chen
Publication: Memoirs of the American Mathematical Society
Publication Year:
1999; Volume 139, Number 664
ISBNs: 978-0-8218-1060-6 (print); 978-1-4704-0253-2 (online)
DOI: https://doi.org/10.1090/memo/0664
MathSciNet review: 1491814
MSC: Primary 60J05; Secondary 60F05, 60F15
ReadershipTable of Contents
Chapters
- I. Split chain and regeneration
- II. The central limit theorem
- III. The law of the iterated logarithm
- IV. The moderate deviation principle