Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 2: Prestationary Distributions in the Exponential Case

DOI10.1137/S0040585X97978358zbMath0996.60037OpenAlexW4246507557MaRDI QIDQ4328486

Aleksandr A. Borovkov, Dmitrii Korshunov

Publication date: 25 April 2002

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97978358

zbMATH Keywords

invariant measureMarkov chaintransition phenomenarough and exact asymptotic behavior of large deviations

Mathematics Subject Classification ID

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

Related Items (1)

Asymptotic behavior of large deviation probabilities for a simple oscillating random walk

This page was built for publication: Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 2: Prestationary Distributions in the Exponential Case