One-dimensional asymptotically homogeneous Markov chains: Cramér transform and large deviation probabilities

zbMath1076.60512MaRDI QIDQ2569572

Dmitrii Korshunov

Publication date: 28 October 2005

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

invariant distributiontransition phenomenareal-valued Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Stochastic processes (60G99) Limit theorems in probability theory (60F99)

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