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

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.

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reviewed by

Zuzana Prášková

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Mathematics Subject Classification ID

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Markov chains

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occupation time

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moderate deviations

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Darling-Kac condition

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MaRDI profile type

MaRDI publication profile

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cites work

How often does a Harris recurrent Markov chain recur?

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On the zero \(\sum_1^n\pm 1\)

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A uniform theory for sums of Markov chain transition probabilities

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On Occupation Times for Markoff Processes

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Q3134548

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Some problems concerning the structure of random walk paths

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Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process

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Large and moderate deviations for the local time of a recurrent Markov chain on \(\mathbb{Z}^2\)

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Asymptotic behavior of the local time of a recurrent random walk

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The range of stable random walks

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Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks

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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

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Markov chains and stochastic stability

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Q4048325

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Q3998747

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Q4098445

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Sitelinks

Mathematics(1 entry)

mardi Publication:1888767

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