Asymptotics of Crossing Probability of a Boundary by the Trajectory of a Markov Chain. Heavy Tails of Jumps

DOI10.1137/S0040585X97979986zbMath1069.60057MaRDI QIDQ4830816

Aleksandr A. Borovkov

Publication date: 16 December 2004

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

zbMATH Keywords

law of the iterated logarithmlarge deviationsboundary crossingheavy tailHarris recurrenceuniform limit theoremnormal deviations

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

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