Asymptotic Theory of Large Deviations for Markov Chains

DOI10.1137/S003613999630051zbMath0914.60037OpenAlexW2009505997MaRDI QIDQ4210068

Zeev Schuss, Gilad Lerman

Publication date: 20 September 1998

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s003613999630051

zbMATH Keywords

Markov chainslarge deviationsasymptotic expansion of densities

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Theoretical approximation of solutions to integral equations (45L05)

Related Items (1)

Large deviations for distributions of sums of random variables: Markov chain method

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