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

DOI10.1137/S0040585X97978358zbMATH Open0996.60037OpenAlexW4246507557MaRDI QIDQ4328486FDOQ4328486

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

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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)

Cited In (4)

• 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
• Title not available (Why is that?)
• Asymptotic behavior of large deviation probabilities for a simple oscillating random walk

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