Large deviations for vector-valued functionals of a Markov chain: Lower bounds
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Cited in
(32)- Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
- Large Deviations in Dynamical Systems and Stochastic Processes
- Upper bounds for large deviations of dependent random vectors
- Occupation measures for Markov chains
- Self-normalized large deviations
- Large deviations for a general class of random vectors
- Some dichotomy results for functionals of Harris recurrent Markov chains
- Exponential convergence in probability for empirical means of Lévy processes
- A large deviation inequality for vector functions on finite reversible Markov chains
- On the lower bound of large deviation of random walks
- Mosco convergence in locally convex spaces
- Large deviation lower bounds for additive functionals of Markov processes
- The effect of memory on functional large deviations of infinite moving average processes
- On large deviations lower bounds for simultaneously irreducible Feller processes
- Large deviations for random dynamical systems and applications to hidden Markov models
- How often does a Harris recurrent Markov chain recur?
- Large deviations for the empirical measure of a Markov chain with an application to the multivariate empirical measure
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
- Large deviations for additive functionals of Markov chains
- A remark on the large deviations of an ergodic markov process
- Large deviations for vector-valued Lévy processes
- Large deviations for empirical measures of Markov chains
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- Uniformly integrable operators and large deviations for Markov processes
- Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
- A rigorous derivation of the functional renormalisation group equation
- Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures
- Large deviations for moving average processes
- Multiplicative ergodicity and large deviations for an irreducible Markov chain.
- Large deviations for Markov processes with discontinuous statistics. II: Random walks
- Moderate deviations for Markov chains with atom.
- A general nonconvex large deviation result. II.
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