Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 3: Prestationary Distributions in the Subexponential Case

DOI10.1137/S0040585X9797924XzbMath1036.60021OpenAlexW2094230782MaRDI QIDQ4442869

Dmitrii Korshunov, Aleksandr A. Borovkov

Publication date: 21 January 2004

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

Full work available at URL: https://doi.org/10.1137/s0040585x9797924x

zbMATH Keywords

invariant measureMarkov chainsubexponential distributionasymptotic behavior of large deviation probabilitiesintegrated distribution tail

Mathematics Subject Classification ID

Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Slowly varying asymptotics for signed stochastic difference equations

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