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.Comment: 12 page
In this paper we introduce and investigate the so-called operator form of Cramér large deviations of order O( √ n) for a class of transition probability functions. Mathematics Subject Classification (2000). 60F05, 60F10, 60J10, 47N30.
In this paper we introduce and investigate the so-called operator form of Cramér large deviations of order O( √ n) for a class of transition probability functions. Mathematics Subject Classification (2000). 60F05, 60F10, 60J10, 47N30.
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