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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 4, Pages 758–774
(Mi tvp4013)
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On large deviations for additive functionals of Markov processes. I
A. Yu. Veretennikov
Abstract:
Using the theory of positive operators we find the logarithmic asymptotics of large deviations for homogeneous Markov processes as time tends to infinity.
Keywords:
large deviations, Markov processes, superstability, positive operators.
Received: 25.04.1989
Citation:
A. Yu. Veretennikov, “On large deviations for additive functionals of Markov processes. I”, Teor. Veroyatnost. i Primenen., 38:4 (1993), 758–774; Theory Probab. Appl., 38:4 (1993), 706–719
Linking options:
https://www.mathnet.ru/eng/tvp4013 https://www.mathnet.ru/eng/tvp/v38/i4/p758
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Statistics & downloads: |
Abstract page: | 141 | Full-text PDF : | 46 | First page: | 5 |
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