| Título: | The Principle of Large Deviations for Martingale Additive Functionals of Recurrent Markov Processes |
| Autores: |
Heck, Matthias K.; HypoVereinsbank Maaouia, Faïza; HypoVereinsbank |
| Fecha: | 2001-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Central Limit Theorem (CLT), Large Deviations Principle (LDP), Markov Processes, Autoregressive Model (AR1), Positive Recurrent Processes, Martingale Additive Functional (MAF) Primary 60F05, 60F10, 60F15; Secondary 60F17, 60J25. |
| Descripción: | We give a principle of large deviations for a generalized version of the strong central limit theorem. This generalized version deals with martingale additive functionals of a recurrent Markov process. |
| Idioma: | No aplica |
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