Large deviations for additive functionals of Markov chains

DOI10.1090/MEMO/1070MaRDI QIDQ2925680zbMATH OpenOpenAlexFDO

Authors Alejandro D. de Acosta, Peter Ney

Publication date 17 October 2014

Published in Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/memo/1070

zbMATH Keywords

additive functionalslarge deviationsMarkov chainsrate function

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Large deviations (60F10) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Local time and additive functionals (60J55)

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Cited in

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• Large deviations for vector-valued functionals of a Markov chain: Lower bounds
• Large deviation lower bounds for arbitrary additive functionals of a Markov chain
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