Spectral theory and limit theorems for geometrically ergodic Markov processes
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Publication:1872341
DOI10.1214/aoap/1042765670zbMath1016.60066arXivmath/0209200OpenAlexW1980019479MaRDI QIDQ1872341
Sean P. Meyn, Ioannis Kontoyiannis
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0209200
large deviationsEdgeworth expansionsPoisson equationtime-homogeneous Markov processesmean ergodic theorems
Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Large deviations (60F10)
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