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

DOI10.1070/IM2011V075N04ABEH002554MaRDI QIDQ3173929zbMATH OpenFDO

Authors V. R. Fatalov

Publication date 10 October 2011

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

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)

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Cited in

(5)

• scientific article; zbMATH DE number 1998243 (Why is no real title available?)
• Large deviations for distributions of sums of random variables: Markov chain method
• 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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