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Teoriya Veroyatnostei i ee Primeneniya, 2005, Volume 50, Issue 3, Pages 612–622
DOI: https://doi.org/10.4213/tvp103 (Mi tvp103) 		 
This article is cited in 6 scientific papers (total in 6 papers)

Short Communications

A remark on a large deviation theorem for Markov chain with a finite number of states

Z. Szewczak

Nikolaus Copernicus University
Full-text PDF (1275 kB) Citations (6)
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DOI: https://doi.org/10.4213/tvp103
Abstract: We consider the classic problem of large deviations for sums of random variables defined on the states of homogeneous Markov chain with finite phase space. The exact asymptotics for probabilities of large deviations of order $O(\sqrt n)$ is established. The proof is based on application of a local theorem of a new type.
Keywords: conjugate distribution, local theorem, spectrum perturbation, monotone $\varepsilon$-approximation.
Received: 11.10.2001
English version:
Theory of Probability and its Applications, 2006, Volume 50, Issue 3, Pages 518–528
DOI: https://doi.org/10.1137/S0040585X97981962
Bibliographic databases:
Document Type: Article
Language: English
Citation: Z. Szewczak, “A remark on a large deviation theorem for Markov chain with a finite number of states”, Teor. Veroyatnost. i Primenen., 50:3 (2005), 612–622; Theory Probab. Appl., 50:3 (2006), 518–528
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v50/i3/p612
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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