Large deviation principle for additive functionals of semi-Markov processes
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Cites work
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- A note on the almost sure central limit theorem
- An almost everywhere central limit theorem
- Asymptotic evaluation of certain markov process expectations for large time. IV
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- Large deviations for additive functionals of Markov processes
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- Limit theorems with weights for vector-valued martingales
- On Functional Central Limit Theorems for Semi-Markov and Related Processes
- On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
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Cited in
(12)- On the large deviations of a class of modulated additive processes
- The principle of large deviations for martingale additive functionals of recurrent Markov processes
- Large deviation principles for Euclidean functionals and other nearly additive processes
- scientific article; zbMATH DE number 3938154 (Why is no real title available?)
- On Large Deviations for Additive Functionals of Markov Processes I
- Markov additive processes. I: Eigenvalue properties and limit theorems
- Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case)
- Large deviation principles for Markov processes via phi-Sobolev inequalities
- Large deviation principle for integral functionals of a Markov process
- Large deviations via almost sure CLT for functionals of Markov processes
- REGULARITY PROPERTIES OF THE DONSKER–VARADHAN RATE FUNCTIONAL FOR NON-REVERSIBLE DIFFUSIONS AND RANDOM EVOLUTIONS
- Large deviations for additive functionals of Markov processes
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