ON LARGE DEVIATIONS FOR ADDITIVE-FUNCTIONALS OF MARKOV-PROCESSES .1.

被引：1

作者：

VERETENNIKOV, AY ^{[1
]}

机构：

[1] RUSSIAN ACAD SCI,INST PROBLEMS INFORMAT TRANSMISS,MOSCOW 101447,RUSSIA

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1994年 / 38卷 / 04期

关键词：

LARGE DEVIATIONS; MARKOV PROCESSES; SUPERSTABILITY; POSITIVE OPERATORS;

D O I：

10.1137/1138069

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Using the theory of positive operators we find the logarithmic asymptotics of large deviations for homogeneous Markov processes as time tends to infinity.

引用

页码：706 / 719

页数：14

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