Moderate deviations for Markovian occupation times.
From MaRDI portal
Probabilities of moderate deviations for the occupation time of a Markov chain are studied under Darling-Kac type condition. The results are applied to the law of iterated logarithm. Statements for Markov processes with continuous time are formulated analogously.
Recommendations
- Principe de déviations modérées pour le processus empirique fonctionnel d'une chaı̂ne de Markov
- Moderate deviations for Markov chains with atom.
- Moderate deviations for nonhomogeneous Markov chains
- Moderate deviations of hitting times of a family of density-dependent Markov chains
- Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups
Cites work
- A uniform theory for sums of Markov chain transition probabilities
- Asymptotic behavior of the local time of a recurrent random walk
- How often does a Harris recurrent Markov chain recur?
- scientific article; zbMATH DE number 410740 (Why is no real title available?)
- scientific article; zbMATH DE number 47625 (Why is no real title available?)
- scientific article; zbMATH DE number 3462924 (Why is no real title available?)
- scientific article; zbMATH DE number 3519673 (Why is no real title available?)
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
- Large and moderate deviations for the local time of a recurrent Markov chain on \(\mathbb{Z}^2\)
- Laws of the iterated logarithm for the local times of recurrent random walks on Z^ 2 and of Lévy processes and random walks in the domain of attraction of Cauchy random variables
- Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks
- Markov chains and stochastic stability
- On Occupation Times for Markoff Processes
- On the zero \(\sum_1^n\pm 1\)
- Some problems concerning the structure of random walk paths
- The range of stable random walks
Cited in
(9)- Quenched tail estimate for the random walk in random scenery and in random layered conductance
- Edge occupation measure for a reversible Markov chain
- Moderate deviations of density-dependent Markov chains
- Large and moderate deviations for record numbers in some non-nearest neighbor random walks
- Deviations of a random walk in a random scenery with stretched exponential tails
- Moderate deviations of hitting times of a family of density-dependent Markov chains
- Large and moderate deviations for a discrete-time marked Hawkes process
- Moderate deviation principles for stochastic differential equations with jumps
- Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups
This page was built for publication: Moderate deviations for Markovian occupation times.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1888767)
