Large deviations for additive functionals of Markov chains
DOI10.1090/MEMO/1070zbMATH Open1309.60023OpenAlexW4250805255MaRDI QIDQ2925680FDOQ2925680
Authors: Alejandro D. de Acosta, Peter Ney 
Publication date: 17 October 2014
Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/memo/1070
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Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete-time Markov processes on general state spaces (60J05) Local time and additive functionals (60J55) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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Cited In (17)
- Tridiagonal random matrix: Gaussian fluctuations and deviations
- A new CLT for additive functionals of Markov chains
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- Empirical measure large deviations for reinforced chains on finite spaces
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- On the CLT for additive functionals of Markov chains
- Sample path large deviations and convergence parameters
- Large deviations for Markov chains with random transitions
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