Large-Deviation Probabilities for One-Dimensional Markov ChainsPart 1: Stationary Distributions

DOI10.1137/TPRBAU000041000001000001000001zbMath0888.60025MaRDI QIDQ4350380

Aleksandr A. Borovkov, Dmitrii Korshunov

Publication date: 30 September 1997

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

Full work available at URL: http://epubs.siam.org/sam-bin/dbq/article/97500

zbMATH Keywords

invariant measureMarkov chainrough and exact asymptotic behavior of large-deviation probabilities

Mathematics Subject Classification ID

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

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