scientific article; zbMATH DE number 19365

MaRDI QIDQ3976803zbMATH OpenFDO

Authors Alejandro D. de Acosta, Peter Ney, Esa Nummelin

Publication date 26 June 1992

zbMATH Keywords

large deviationMarkov chainsmoment generating functions

Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(7)

• Large deviation lower bounds for arbitrary additive functionals of a Markov chain
• Large deviations for vector-valued Lévy processes
• Large-deviation local theorem for additive functionals of a Markov Gaussian field. IV
• Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables
• Generalization of Gärtner-Ellis theorem
• scientific article; zbMATH DE number 699481 (Why is no real title available?)
• Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory

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