Large Deviations for Recurrent Markov Renewal Processes

DOI10.1137/1136017MaRDI QIDQ4000572zbMATH OpenOpenAlexFDO

Authors Vsevolod K. Malinovskii

Publication date 26 September 1992

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1136017

zbMATH Keywords

Harris positive recurrent Markov renewal processinvariant measurelarge deviation

Mathematics Subject Classification ID

Large deviations (60F10) Renewal theory (60K05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cited in

(6)

• Large and moderate deviations for the local time of a recurrent Markov chain on \(\mathbb{Z}^2\)
• The scaling limits of a heavy tailed Markov renewal process
• A renewal approach to Markovian \(U\)-statistics
• Uniform convergence of exact large deviations for renewal reward processes
• scientific article; zbMATH DE number 6007956 (Why is no real title available?)
• Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets

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