Article ID Journal Published Year Pages File Type
1155208 Statistics & Probability Letters 2008 10 Pages PDF
Abstract

An operator form of asymptotic expansions for Markov chains is established. Coefficients are given explicitly. Such expansions require a certain modification of the classical spectral method. They prove to be extremely useful within the context of large deviations.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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