Large deviations of functions of Markovian transitions and mathematical programming duality

DOI10.1214/AOP/1176994947MaRDI QIDQ1132454zbMATH OpenOpenAlexFDO

Authors Geung-Ho Kim, Herbert T. David

Publication date 1979

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994947

zbMATH Keywords

dualitylarge deviationsMarkov processmathematical programming

Mathematics Subject Classification ID

Large deviations (60F10) Discrete-time Markov processes on general state spaces (60J05)

Cited in

(2)

• Large deviations of uniformly recurrent Markov additive processes
• Saddlepoint expansions for sums of Markov dependent variables on a continuous state space

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