Title of article :
Multiplicative ergodicity and large deviations for an irreducible Markov chain
Author/Authors :
Balaji، نويسنده , , S. P. Meyn، نويسنده , , S.P.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
The paper examines multiplicative ergodic theorems and the related multiplicative Poisson equation for an irreducible Markov chain on a countable state space. The partial products are considered for a real-valued function on the state space. If the function of interest satisfies a monotone condition, or is dominated by such a function, then
an normalized products converge geometrically quickly to a finite limiting value.
ltiplicative Poisson equation admits a solution.
deviation bounds are obtainable for the empirical measures.
Keywords :
ergodic theory , harmonic functions , Large deviations , Markov chain
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications