Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method

DOI10.1070/IM2011V075N04ABEH002554zbMATH Open1235.60019MaRDI QIDQ3173929FDOQ3173929

Authors: V. R. Fatalov 

Publication date: 10 October 2011

Published in: Izvestiya: Mathematics (Search for Journal in Brave)

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zbMATH Keywords

large deviationsoccupation timeBessel functionMarkov chainsaction functionaladditive functionalsLaplace methodexact asymptotics

Mathematics Subject Classification ID

Large deviations (60F10) Discrete-time Markov processes on general state spaces (60J05) Local time and additive functionals (60J55)

Cited In (4)

• Title not available (Why is that?)
• Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations
• Perturbation theory series in quantum mechanics: phase transition and exact asymptotic forms for the expansion coefficients
• Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 2: Prestationary Distributions in the Exponential Case

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