Moderate deviations for Markovian occupation times. (Q1888767)

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Moderate deviations for Markovian occupation times.
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    Moderate deviations for Markovian occupation times. (English)
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    26 November 2004
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    Probabilities of moderate deviations for the occupation time of a Markov chain are studied under Darling-Kac type condition. The results are applied to the law of iterated logarithm. Statements for Markov processes with continuous time are formulated analogously.
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    Markov chains
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    occupation time
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    moderate deviations
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    Darling-Kac condition
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