Markov additive processes. II: Large deviations
From MaRDI portal
Publication:579739
DOI10.1214/aop/1176992160zbMath0625.60028OpenAlexW2030634633MaRDI QIDQ579739
Publication date: 1987
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992160
Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15)
Related Items
Markov additive processes and Perron-Frobenius eigenvalue inequalities ⋮ Spectral theory and limit theorems for geometrically ergodic Markov processes ⋮ Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors ⋮ Some dichotomy results for functionals of Harris recurrent Markov chains ⋮ Large deviations for some non-standard telegraph processes ⋮ Multiplicative ergodicity and large deviations for an irreducible Markov chain. ⋮ Central limit theorems of partial sums for large segmental values ⋮ Random recurrence equations and ruin in a Markov-dependent stochastic economic environment ⋮ Occupation measures for Markov chains ⋮ Colored Maximal Branching Process ⋮ Effective bandwidths for Markov regenerative sources ⋮ Large Deviations for a Damped Telegraph Process ⋮ Large deviations for the empirical mean of an M/M/\(1\) queue ⋮ Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound ⋮ A nonstandard form of the rate function for the occupation measure of a Markov chain ⋮ On asymptotically efficient simulation of ruin probabilities in a Markovian environment ⋮ Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain ⋮ Light tail asymptotics in multidimensional reflecting processes for queueing networks ⋮ Asymptotics of Markov additive chains on a half-plane: A ratio limit theorem ⋮ Large deviations for small noise diffusions over long time ⋮ Stochastic analysis of the motion of DNA nanomechanical bipeds ⋮ Entrance laws at the origin of self-similar Markov processes in high dimensions ⋮ Large deviations for empirical measures of Markov chains ⋮ Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities ⋮ Uniform convergence of exact large deviations for renewal reward processes ⋮ Branching random walk in random environment phase transitions for local and global growth rates ⋮ A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process ⋮ On the convergence of averages of mixing sequences ⋮ An addendum to ``A limitation of Markov representation for stationary processes ⋮ Large deviation asymptotics and control variates for simulating large functions ⋮ Dynamic importance sampling for uniformly recurrent Markov chains ⋮ Large deviation principles for telegraph processes ⋮ Local theorems for (multidimensional) additive functionals of semi-Markov chains ⋮ Extended Laplace principle for empirical measures of a Markov chain ⋮ Convergence of large deviation rates based on a link between wave governed random motions and ruin processes ⋮ First passage times of general sequences of random vectors: A large deviations approach ⋮ Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process ⋮ On large deviation principles for compound renewal processes ⋮ Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes ⋮ Large deviation principles for the processes admitting embedded compound renewal processes ⋮ Unnamed Item