Shepp statistic for Markov chains application to a long-run average cost criterion

DOI10.2307/3214381MaRDI QIDQ3469960zbMATH OpenOpenAlexFDO

Authors Brahim Ksir

Publication date 1989

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214381

zbMATH Keywords

Cramér transformationlarge deviation resultlong- run average costrandom shock modelShepp statistic

Mathematics Subject Classification ID

Large deviations (60F10) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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