Moderate deviations for Markovian occupation times.
type: Item
instance of: scholarly article
title: Moderate deviations for Markovian occupation times.
zbMATH Open document ID: 1051.60029
DOI: 10.1016/S0304-4149(01)00079-5
author: Xia Chen
published in: Stochastic Processes and their Applications
publication date: 2004-11-26T00:00:00Z
review text: Probabilities of moderate deviations for the occupation time of a Markov chain are studied under Darling-Kac type condition. The results are applied to the law of iterated logarithm. Statements for Markov processes with continuous time are formulated analogously.
reviewed by: Zuzana Prášková
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 2119507
zbMATH Keywords: Markov chains
zbMATH Keywords: occupation time
zbMATH Keywords: moderate deviations
zbMATH Keywords: Darling-Kac condition
MaRDI profile type: Publication
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Wikidata QID: Q126588261
description: scientific article; zbMATH DE number 2119507