Symmetry characterizations of certain distributions, 2: Discounted additive functionals and large deviations

DOI10.1017/S0305004100071280MaRDI QIDQ5288355zbMATH OpenOpenAlexFDO

Authors Martin Baxter, David Williams

Publication date 20 December 1993

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0305004100071280

zbMATH Keywords

Abel averageadditive functionalsCesàro averagefinite-state Markov chainlarge deviationssymmetry characterization

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Large deviations (60F10)

Cites work

• scientific article; zbMATH DE number 3776305 (Why is no real title available?)
• scientific article; zbMATH DE number 3437326 (Why is no real title available?)
• Large deviations for a general class of random vectors

Cited in

(2)

• On certain discounted arc-sine laws
• Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior

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