Large deviations for Markov processes with discontinuous statistics. II: Random walks

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Publication:1187106


DOI10.1007/BF01291423zbMath0746.60025MaRDI QIDQ1187106

Richard S. Ellis, Paul Dupuis

Publication date: 28 June 1992

Published in: Probability Theory and Related Fields (Search for Journal in Brave)


60G50: Sums of independent random variables; random walks

60J60: Diffusion processes

60F10: Large deviations


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