Multiplicative ergodicity and large deviations for an irreducible Markov chain
Document Type
Article
Publication Date
1-1-2000
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 (i) The mean normalized products converge geometrically quickly to a finite limiting value. (ii) The multiplicative Poisson equation admits a solution. (iii) Large deviation bounds are obtainable for the empirical measures. © 2000 Elsevier Science B.V. All rights reserved.
Identifier
0002801896 (Scopus)
Publication Title
Stochastic Processes and their Applications
External Full Text Location
https://doi.org/10.1016/S0304-4149(00)00032-6
ISSN
03044149
First Page
123
Last Page
144
Issue
1
Volume
90
Grant
N00014-90-J-1270
Fund Ref
National Science Foundation
Recommended Citation
Balaji, S. and Meyn, S. P., "Multiplicative ergodicity and large deviations for an irreducible Markov chain" (2000). Faculty Publications. 15768.
https://digitalcommons.njit.edu/fac_pubs/15768
