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Teoriya Veroyatnostei i ee Primeneniya, 2001, Volume 46, Issue 4, Pages 640–657
DOI: https://doi.org/10.4213/tvp3792 (Mi tvp3792) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 3: Prestationary Distributions in the Subexponential Case

A. A. Borovkov, D. A. Korshunov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (1613 kB) Citations (4)
DOI: https://doi.org/10.4213/tvp3792
Abstract: This paper continues investigations of A. A. Borovkov and D. A. Korshunov [Theory Probab. Appl., 41 (1996), pp. 1–24 and 45 (2000), pp. 379–405]. We consider a time-homogeneous Markov chain $\{X(n)\}$ that takes values on the real line and has increments which do not possess exponential moments. The asymptotic behavior of the probability ${\mathbf P}\{X(n)\ge x\}$ is studied as $x\to\infty$ for fixed values of time $n$ and for unboundedly growing $n$ as well.
Keywords: Markov chain, asymptotic behavior of large-deviation probabilities, subexponential distribution, invariant measure, integrated distribution tail.
Received: 23.07.1999
English version:
Theory of Probability and its Applications, 2002, Volume 46, Issue 4, Pages 603–618
DOI: https://doi.org/10.1137/S0040585X9797924X
Bibliographic databases:
Language: Russian
Citation: A. A. Borovkov, D. A. Korshunov, “Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 3: Prestationary Distributions in the Subexponential Case”, Teor. Veroyatnost. i Primenen., 46:4 (2001), 640–657; Theory Probab. Appl., 46:4 (2002), 603–618
Citation in format AMSBIB
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\by A.~A.~Borovkov, D.~A.~Korshunov
\paper Large-Deviation Probabilities for One-Dimensional Markov Chains. Part~3: Prestationary Distributions in the Subexponential Case
\jour Teor. Veroyatnost. i Primenen.
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\vol 46
\issue 4
\pages 640--657
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\zmath{https://zbmath.org/?q=an:1036.60021}
\transl
\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 4
\pages 603--618
\crossref{https://doi.org/10.1137/S0040585X9797924X}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000179604100003}
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  • https://doi.org/10.4213/tvp3792
  • https://www.mathnet.ru/eng/tvp/v46/i4/p640
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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