Spectral theory and limit theorems for geometrically ergodic Markov processes
Top Cited Papers
Open Access
- 1 January 2003
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Applied Probability
- Vol. 13 (1)
- https://doi.org/10.1214/aoap/1042765670
Abstract
No abstract availableThis publication has 42 references indexed in Scilit:
- Large deviation lower bounds for arbitrary additive functionals of a Markov chainThe Annals of Probability, 1998
- Asymptotics for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potentialThe Annals of Probability, 1997
- Moderate deviations for empirical measures of Markov chains: lower boundsThe Annals of Probability, 1997
- О дисперсии сумм для функций от стационарного марковского процессаTeoriya Veroyatnostei I Ee Primeneniya, 1996
- Exponential and Uniform Ergodicity of Markov ProcessesThe Annals of Probability, 1995
- Laplace Approximations for Large Deviations of Nonreversible Markov Processes. The Nondegenerate CaseThe Annals of Probability, 1995
- Saddlepoint expansions for sums of Markov dependent variables on a continuous state spaceProbability Theory and Related Fields, 1991
- Large deviations for empirical measures of Markov chainsJournal of Theoretical Probability, 1990
- Large Deviations for the Empirical Measure of a Markov Chain with an Application to the Multivariate Empirical MeasureThe Annals of Probability, 1988
- Rates of Convergence in the Martingale Central Limit TheoremThe Annals of Probability, 1981