Ergodic Markov Processes and Poisson Equations (Lecture Notes)

Author:

Veretennikov Alexander

Publisher

Springer International Publishing

Reference49 articles.

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3. Bezhaeva, Z.I., Oseledets, V.I.: On the variance of sums for functions of a stationary Markov process. Theory Prob. Appl. 41(3), 537–541 (1997)

4. Borovkov, A.A.: Ergodicity and Stability of Stochastic Processes. Wiley, Chichester (1998)

5. Borovkov, A.A., Mogul’skii, A.A.: Large deviation principles for sums of random vectors and the corresponding renewal functions in the inhomogeneous case. Siberian Adv. Math. 25(4), 255–267 (2015)

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