Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 2: Prestationary Distributions in the Exponential Case

DOI10.1137/S0040585X97978358MaRDI QIDQ4328486zbMATH OpenOpenAlexFDO

Authors A. A. Borovkov, Dmitry Korshunov

Publication date 25 April 2002

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97978358

zbMATH Keywords

Markov chaininvariant measuretransition phenomenarough and exact asymptotic behavior of large deviations

Mathematics Subject Classification ID

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

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Cited in

(4)

• scientific article; zbMATH DE number 2112630 (Why is no real title available?)
• Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 3: Prestationary Distributions in the Subexponential Case
• Asymptotics of Crossing Probability of a Boundary by the Trajectory of a Markov Chain. Exponentially Decaying Tails
• Asymptotic behavior of large deviation probabilities for a simple oscillating random walk

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