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Large deviations in operator form
Authors:Zbigniew S. Szewczak
Affiliation:(1) Faculty of Mathematics and Computer Science, Nicholas Copernicus University, ul. Chopina 12/18, 87-100 Toruń, Poland
Abstract:In this paper we introduce and investigate the so-called operator form of Cramér large deviations of order $$O(sqrt{n})$$ for a class of transition probability functions.
Keywords:Positive operator  Perron-Frobenius theorem  perturbation theory  large deviations  Markov chains
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