Large and moderate deviations for the local time of a recurrent Markov chain on \(\mathbb{Z}^2\)

DOI10.1016/S0246-0203(98)80004-6zbMath0910.60013MaRDI QIDQ1265726

Ofer Zeitouni, Nina Gantert

Publication date: 6 April 1999

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1998__34_5_687_0

zbMATH Keywords

large deviationlocal timerecurrent Markov chainStrassen's functional law

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Local time and additive functionals (60J55)

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