Large deviations for additive functionals of Markov chains

DOI10.1090/MEMO/1070MaRDI QIDQ2925680zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

large deviationsMarkov chainsadditive functionalsrate function

Mathematics Subject Classification ID

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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