Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\)

DOI10.1016/S0167-7152(99)00181-9zbMath0988.60012MaRDI QIDQ1977636

Michael Iltis

Publication date: 10 July 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

large deviationsrate functionregenerative processMarkov-additive random variables

Mathematics Subject Classification ID

Large deviations (60F10)

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