Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155208 | Statistics & Probability Letters | 2008 | 10 Pages |
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
Zbigniew S. Szewczak,