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Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method - MaRDI portal

Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method (Q3173929)

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Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method
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    Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method (English)
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    10 October 2011
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    large deviations
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    Markov chains
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    exact asymptotics
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    additive functionals
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    Laplace method
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    action functional
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    occupation time
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    Bessel function
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