Saddlepoint expansions for sums of Markov dependent variables on a continuous state space

DOI10.1007/BF01366905zbMath0723.60019OpenAlexW2034007460MaRDI QIDQ756838

Jens Ledet Jensen

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01366905

zbMATH Keywords

Markov chainconjugate kernelsaddlepoint expansions

Mathematics Subject Classification ID

Distribution theory (60E99) Limit theorems in probability theory (60F99)

Related Items (7)

Spectral theory and limit theorems for geometrically ergodic Markov processes ⋮ Integral representations and asymptotic expansions for Shannon and Renyi entropies ⋮ Large deviations for distributions of sums of random variables: Markov chain method ⋮ Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks ⋮ Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\) ⋮ Edgeworth expansions in operator form ⋮ Large deviations in operator form

Cites Work

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• Markov additive processes. I: Eigenvalue properties and limit theorems
• Large deviations of uniformly recurrent Markov additive processes
• A note on asymptotic expansions for Markov chains using operator theory
• Large deviations of functions of Markovian transitions and mathematical programming duality
• Uniform saddlepoint approximations
• Asymptotic expansions for sums of weakly dependent random vectors
• Central limit theorems and statistical inference for finite Markov chains
• Saddlepoint Approximations in Statistics

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