Strong limit theorems of empirical distributions for large segmental exceedances of partial sums of Markov variables

DOI10.1214/AOP/1176990233zbMath0746.60029OpenAlexW2054111854MaRDI QIDQ1180583

Amir Dembo, Samuel Karlin

Publication date: 27 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990233

zbMATH Keywords

stationary distributionMarkov additive processesstrong lawslarge segmental sums

Mathematics Subject Classification ID

Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15)

Related Items (7)

Erdős-Rényi laws for Gibbs measures ⋮ Central limit theorems of partial sums for large segmental values ⋮ Duality between the local score of one sequence and constrained hidden Markov model ⋮ Mathematics and the life-sciences: a personal point of view ⋮ Improvements on the distribution of maximal segmental scores in a Markovian sequence ⋮ Hitting probabilities and large deviations ⋮ Markov Additive Processes and Repeats in Sequences

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