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

DOI10.2307/3215122zbMATH Open0841.60016OpenAlexW2335712487MaRDI QIDQ4858675FDOQ4858675

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

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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)

Cited In (6)

• Large deviations: From empirical mean and measure to partial sums process
• First passage times of general sequences of random vectors: A large deviations approach
• Large deviations of uniformly recurrent Markov additive processes
• 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

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