Moderate deviations for Markovian occupation times. (Q1888767): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: How often does a Harris recurrent Markov chain recur? / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the zero \(\sum_1^n\pm 1\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: A uniform theory for sums of Markov chain transition probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Occupation Times for Markoff Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3134548 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some problems concerning the structure of random walk paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large and moderate deviations for the local time of a recurrent Markov chain on \(\mathbb{Z}^2\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of the local time of a recurrent random walk / rank
 
Normal rank
Property / cites work
 
Property / cites work: The range of stable random walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Laws of the iterated logarithm for the local times of recurrent random walks on \(Z^ 2\) and of Lévy processes and random walks in the domain of attraction of Cauchy random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chains and stochastic stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4048325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998747 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4098445 / rank
 
Normal rank

Revision as of 15:30, 7 June 2024

scientific article
Language Label Description Also known as
English
Moderate deviations for Markovian occupation times.
scientific article

    Statements

    Moderate deviations for Markovian occupation times. (English)
    0 references
    0 references
    26 November 2004
    0 references
    Probabilities of moderate deviations for the occupation time of a Markov chain are studied under Darling-Kac type condition. The results are applied to the law of iterated logarithm. Statements for Markov processes with continuous time are formulated analogously.
    0 references
    Markov chains
    0 references
    occupation time
    0 references
    moderate deviations
    0 references
    Darling-Kac condition
    0 references

    Identifiers