Large-deviation theorems for sums of random variables connected in a Markov chain. I

DOI10.1007/BF02465819MaRDI QIDQ1567892zbMATH OpenFDO

Authors Kazimieras Padvelskis, V. Statulevičius

Publication date 25 January 2001

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Markov chainlarge deviationssums of random variables

Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• Estimates of semiinvariants and centered moments of stochastic processes with mixing. I
• On large deviations

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(7)

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• Large deviations for a Markov chain in a random landscape
• Large deviations for sums of random variables connected into a Markov chain in approximation by Poisson law
• Large deviations for distributions of sums of random variables: Markov chain method
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• Bounds for sums of random variables over a Markov chain
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