Moderate deviations for Markovian occupation times.

DOI10.1016/S0304-4149(01)00079-5zbMath1051.60029WikidataQ126588261 ScholiaQ126588261MaRDI QIDQ1888767

Xia Chen

Publication date: 26 November 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov chains; occupation time; moderate deviations; Darling-Kac condition

Mathematics Subject Classification ID

60F15: Strong limit theorems

60F10: Large deviations

60J55: Local time and additive functionals

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