Large deviations for distributions of sums of random variables: Markov chain method

DOI10.1134/S0032946010020055MaRDI QIDQ415717zbMATH OpenFDO

Authors V. R. Fatalov

Publication date 9 May 2012

Published in Problems of Information Transmission (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(4)

• Large deviations for sums of random variables connected into a Markov chain in approximation by Poisson law
• Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method
• On the maximum entropy principle for a class of stochastic processes
• Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations

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