Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method (Q3173929)
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English | Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method |
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Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method (English)
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10 October 2011
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large deviations
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Markov chains
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exact asymptotics
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additive functionals
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Laplace method
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action functional
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occupation time
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Bessel function
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