Large deviation principle for additive functionals of semi-Markov processes
From MaRDI portal
Publication:5880396
DOI10.1080/07362994.2021.2007777OpenAlexW4200442979MaRDI QIDQ5880396
Publication date: 9 March 2023
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2021.2007777
large deviationsrenewal processessemi-Markov processesmartingale decompositionalmost sure functional central limit theorem
Large deviations (60F10) Random measures (60G57) Functional limit theorems; invariance principles (60F17)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on the almost sure central limit theorem
- Principles of large deviations for the empirical processes of the Ornstein-Uhlenbeck process
- Principes d'invariance par moyennisation logarithmique pour les processus de Markov. (Invariance principles with logarithmic averaging for Markov processes)
- The theory of stochastic processes. II: Translated from the Russian by S. Kotz
- On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
- Estimation of the stationary distribution of semi-Markov processes with Borel state space
- Théorèmes limites avec poids pour les martingales vectorielles
- On Functional Central Limit Theorems for Semi-Markov and Related Processes
- Asymptotic evaluation of certain markov process expectations for large time. IV
- An almost everywhere central limit theorem
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Large Deviations via Almost Sure CLT for Functionals of Markov Processes
- The principle of large deviations for martingale additive functionals of recurrent Markov processes
This page was built for publication: Large deviation principle for additive functionals of semi-Markov processes