Large deviations of uniformly recurrent Markov additive processes
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Publication:1081960
DOI10.1016/0196-8858(85)90017-XzbMath0602.60034MaRDI QIDQ1081960
Peter Ney, Ian Iscoe, Esa Nummelin
Publication date: 1985
Published in: Advances in Applied Mathematics (Search for Journal in Brave)
Kullback-Leibler informationlocal limit theoremsMarkov additive processeslogarithmic large deviation result
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