Large exceedences for uniformly recurrent Markov-additive processes and strong-mixing stationary processes

DOI10.2307/3215122zbMath0841.60016OpenAlexW2335712487MaRDI QIDQ4858675

Tim Zajic

Publication date: 18 July 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215122

zbMATH Keywords

Markov chainslarge deviationsstrong mixinglarge segmental sums

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

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