Moderate deviations for Markovian occupation times.
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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
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