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

DOI10.2307/3215122MaRDI QIDQ4858675zbMATH OpenOpenAlexFDO

Authors 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

strong mixinglarge deviationsMarkov chainslarge segmental sums

Mathematics Subject Classification ID

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

Recommendations

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Cited in

(6)

• Extremal behaviour of models with multivariate random recurrence representation
• Large excursions and conditioned laws for recursive sequences generated by random matrices
• Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
• First passage times of general sequences of random vectors: A large deviations approach
• Large deviations of uniformly recurrent Markov additive processes
• Large deviations: From empirical mean and measure to partial sums process

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