Asymptotic Theory of Large Deviations for Markov Chains

DOI10.1137/S003613999630051zbMath0914.60037MaRDI QIDQ4210068

Zeev Schuss, Gilad Lerman

Publication date: 20 September 1998

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Markov chains; large deviations; asymptotic expansion of densities

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60F10: Large deviations

45L05: Theoretical approximation of solutions to integral equations