Asymptotic Theory of Large Deviations for Markov Chains
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Publication:4210068
DOI10.1137/S003613999630051zbMATH Open0914.60037OpenAlexW2009505997MaRDI QIDQ4210068FDOQ4210068
Authors: Gilad Lerman, Zeev Schuss 
Publication date: 20 September 1998
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s003613999630051
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Cited In (12)
- Exact asymptotics for the stationary distribution of a Markov chain: a production model
- Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method
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- Large deviations for distributions of sums of random variables: Markov chain method
- Large deviations and related problems for absorbing Markov chains
- Flows, currents, and cycles for Markov chains: large deviation asymptotics
- Maximum asymptotic variance of sums of finite Markov chains
- Edgeworth expansions in operator form
- A Remark on a Large Deviation Theorem for Markov Chain with a Finite Number of States
- Asymptotic properties for a statistical model of an \(\mathbb{R}^d\)-valued Markov chain.
- Higher order asymptotics for large deviations. I
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