On the scheme of rare events for a homogeneous Markov chain

DOI10.1007/BF02673716zbMATH Open0970.60080OpenAlexW2082666807MaRDI QIDQ1585950FDOQ1585950

Authors: V. V. Chichagov 

Publication date: 14 November 2000

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02673716

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zbMATH Keywords

rare eventasymptotic resultsojourn time Markov chain

Mathematics Subject Classification ID

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

Cites Work

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• Limit theorems for Markov random walks with a fixed number of certain transitions

Cited In (4)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Rare events for stationary processes.
• Rare event analysis of the state frequencies of a large number of Markov chains

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