The principle of large deviations for martingale additive functionals of recurrent Markov processes

DOI10.1214/EJP.V6-81zbMath0974.60012OpenAlexW2028571694MaRDI QIDQ5936789

Matthias K. Heck, Faïza Maaouia

Publication date: 1 August 2001

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/121420

zbMATH Keywords

central limit theoremautoregressive modelmartingale additive functionalspositive recurrent processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Strong limit theorems (60F15) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Large deviation principle for additive functionals of semi-Markov processes ⋮ Large Deviations via Almost Sure CLT for Functionals of Markov Processes

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