Shepp statistic for Markov chains application to a long-run average cost criterion (Q3469960)
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scientific article; zbMATH DE number 4137096
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| English | Shepp statistic for Markov chains application to a long-run average cost criterion |
scientific article; zbMATH DE number 4137096 |
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Shepp statistic for Markov chains application to a long-run average cost criterion (English)
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1989
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Shepp statistic
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Cramér transformation
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large deviation result
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long- run average cost
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random shock model
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0.7681030035018921
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0.7590847611427307
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0.7543476223945618
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