Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 2: Prestationary Distributions in the Exponential Case

This paper continues investigations of [A. A. Borovkov and A. D. Korshunov, Theory Probab.\ Appl., 41 (1996), pp. 1--24]. We consider a time-homogeneous and asymptotically space-homogeneous Markov chain $\{X(n)\}$ that takes values on the real line and has increments possessing a finite exponential...

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Veröffentlicht in:	Theory of probability and its applications 2000-01, Vol.45 (3), p.379-405
Hauptverfasser:	Borovkov, A. A., Korshunov, D. A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Investigations Laplace transforms Markov analysis Probability Random variables
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