On the scheme of rare events for a homogeneous Markov chain

DOI10.1007/BF02673716MaRDI QIDQ1585950zbMATHOpenAlexFDO

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

zbMATH Keywords

rare eventasymptotic resultsojourn time Markov chain

Mathematics Subject Classification ID

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

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

Cited in

(4)

• Rare events for stationary processes.
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• scientific article; zbMATH DE number 3885069 (Why is no real title available?)
• Rare event analysis of the state frequencies of a large number of Markov chains

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