most citedSpectral Theory and Limit Theorems for Geometrically Ergodic Markov Processes

3 citations · 3 across the 2 of their papers we have counts for

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math.PR2005

Large deviations asymptotics and the spectral theory of multiplicatively regular Markov processes

Ioannis Kontoyiannis, S. P. Meyn

We continue the investigation of the spectral theory and exponential asymptotics of Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear…

math.PR2002★ 3 cited

Spectral Theory and Limit Theorems for Geometrically Ergodic Markov Processes

Ioannis Kontoyiannis, Sean Meyn

Consider the partial sums {S_t} of a real-valued functional F(Phi(t)) of a Markov chain {Phi(t)} with values in a general state space. Assuming only that the Markov chain is geomet…