scientific article; zbMATH DE number 1494200

zbMATH Open0970.60029MaRDI QIDQ4497352FDOQ4497352

Authors: A. A. Borovkov, Anatoli Mogulskii 

Publication date: 16 October 2001

Title of this publication is not available (Why is that?)

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zbMATH Keywords

large deviationsasymptotic behaviorergodic Markov chainssolution of the integral equation

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on general state spaces (60J25)

Cited In (7)

• Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
• Asymptotic analysis of Lévy-driven tandem queues
• Stationary analysis of certain Markov-modulated reflected random walks in the quarter plane
• Estimation of the realized (co-)volatility vector: large deviations approach
• Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
• Large deviations for Markov chains in the positive quadrant
• Tail asymptotics of the stationary distribution of a two-dimensional reflecting random walk with unbounded upward jumps

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