Asymptotics of Crossing Probability of a Boundary by the Trajectory of a Markov Chain. Exponentially Decaying Tails

DOI10.1137/S0040585X97980361zbMath1055.60069OpenAlexW2011631338MaRDI QIDQ4830849

Aleksandr A. Borovkov

Publication date: 16 December 2004

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

Full work available at URL: https://doi.org/10.1137/s0040585x97980361

zbMATH Keywords

Markov chainslaw of the iterated logarithmlarge deviationsexponentially decaying tails

Mathematics Subject Classification ID

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

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