An improvement on the large deviations for longest runs in Markov chains

DOI10.1016/J.SPL.2022.109737zbMath1503.60034OpenAlexW4309047062MaRDI QIDQ2105407

Zhenxia Liu, Mainza Mbokoma

Publication date: 8 December 2022

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

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109737

zbMATH Keywords

Markov chainlarge deviation principlelongest success run

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Cites Work

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• A general large deviation principle for longest runs
• Large deviations for longest runs in Markov chains
• Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
• Reliability of Consecutive-k-out-of-n:F System
• Consecutive-k-out-of-n: F Networks

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