Large deviations for longest runs in Markov chains
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Publication:830299
DOI10.1515/JAA-2020-2027zbMATH Open1460.60016OpenAlexW3096424106MaRDI QIDQ830299FDOQ830299
Authors: Zhenxia Liu, Yurong Zhu 
Publication date: 7 May 2021
Published in: Journal of Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jaa-2020-2027
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Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cites Work
- Large deviations techniques and applications.
- A general large deviation principle for longest runs
- On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials
- Some results associated with the longest run in a strongly ergodic Markov chain
- Reliability of Consecutive-k-out-of-n:F System
- Title not available (Why is that?)
- Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
- Consecutive-k-out-of-n: F Networks
- Title not available (Why is that?)
Cited In (6)
- A general large deviation principle for longest runs
- An improvement on the large deviations for longest runs in Markov chains
- Large deviation behavior for the longest head run in an IID Bernoulli sequence
- Title not available (Why is that?)
- On the length of the longest run in a multi-state Markov chain.
- On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials
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