Large deviations for longest runs in Markov chains

DOI10.1515/jaa-2020-2027zbMath1460.60016OpenAlexW3096424106MaRDI QIDQ830299

Zhenxia Liu, Yurong Zhu

Publication date: 7 May 2021

Published in: Journal of Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jaa-2020-2027

zbMATH Keywords

Markov chainlarge deviation principlelongest run

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Related Items (1)

An improvement on the large deviations for longest runs in Markov chains

Cites Work

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• On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials

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