An addendum to ``A limitation of Markov representation for stationary processes

DOI10.1016/0304-4149(93)90102-AzbMATH Open0782.60031MaRDI QIDQ689185FDOQ689185

Authors: Richard C. Bradley 

Publication date: 3 March 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

large deviationsmixing ratestrictly stationary Harris recurrent

Mathematics Subject Classification ID

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

Cites Work

• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Markov additive processes. II: Large deviations
• On large deviations for uniformly strong mixing sequences
• Asymptotic evaluation of certain markov process expectations for large time. IV
• A function space large deviation principle for certain stochastic integrals
• Title not available (Why is that?)
• An algebraic construction of a class of one-dependent processes
• Large deviation principles for stationary processes
• On the ψ-Mixing Condition for Stationary Random Sequences
• A limitation of Markov representation for stationary processes

Cited In (1)

• A limitation of Markov representation for stationary processes

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