Analysis of the large deviations rate functions for the finite-dimensional marginal distributions of cumulated i.i.d. continuous-time Markov chains (Q3101948)
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scientific article; zbMATH DE number 5984471
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| English | Analysis of the large deviations rate functions for the finite-dimensional marginal distributions of cumulated i.i.d. continuous-time Markov chains |
scientific article; zbMATH DE number 5984471 |
Statements
1 December 2011
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continuous-time Markov chains
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large deviation principles
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rate function
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moment generating function
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convex minimization problem
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0.8968517184257507
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0.8037118315696716
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0.8016292452812195
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0.7993013262748718
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