-
1
-
-
0000331489
-
Large deviations for vector-valued functional of Markov chain: Lower bounds
-
de Acosta A. Large deviations for vector-valued functional of Markov chain: lower bounds Ann. Probab. 16 1988 925-960
-
(1988)
Ann. Probab.
, vol.16
, pp. 925-960
-
-
de Acosta, A.1
-
2
-
-
0031515488
-
Moderate deviations for empirical measures of Markov chains: Lower bounds
-
de Acosta A. Moderate deviations for empirical measures of Markov chains: lower bounds Ann. Probab. 25 1997 259-284
-
(1997)
Ann. Probab.
, vol.25
, pp. 259-284
-
-
de Acosta, A.1
-
3
-
-
0042878084
-
Moderate deviations for empirical measures of Markov chains: Upper bounds
-
de Acosta A. Chen X. Moderate deviations for empirical measures of Markov chains: upper bounds J. Theoret. Probab. 11 1998 1075-1110
-
(1998)
J. Theoret. Probab.
, vol.11
, pp. 1075-1110
-
-
de Acosta, A.1
Chen, X.2
-
4
-
-
0000991156
-
A new approach to the limit theory of recurrent Markov chains
-
Athreya K.B. Ney P. A new approach to the limit theory of recurrent Markov chains Trans. Amer. Math. Soc. 245 1978 493-501
-
(1978)
Trans. Amer. Math. Soc.
, vol.245
, pp. 493-501
-
-
Athreya, K.B.1
Ney, P.2
-
5
-
-
0000230021
-
Propriétés relatives des processus de Markov récurrents
-
Azema J. Duflo M. Revuz D. Propriétés relatives des processus de Markov récurrents Z. Wahr. Geb. 13 1969 286-314
-
(1969)
Z. Wahr. Geb.
, vol.13
, pp. 286-314
-
-
Azema, J.1
Duflo, M.2
Revuz, D.3
-
6
-
-
0032623106
-
Limit theorems for functionals of ergodic Markov chains with general state space
-
Chen X. Limit theorems for functionals of ergodic Markov chains with general state space Mem. Amer. Math. Soc. 139 664 1999
-
(1999)
Mem. Amer. Math. Soc.
, vol.139
, Issue.664
-
-
Chen, X.1
-
7
-
-
0042136991
-
The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization
-
Chen X. The law of the iterated logarithm for functionals of Harris recurrent Markov chains: self normalization J. Theoret. Probab. 12 1999 421-445
-
(1999)
J. Theoret. Probab.
, vol.12
, pp. 421-445
-
-
Chen, X.1
-
8
-
-
0033164214
-
How often does a Harris recurrent Markov chain recur?
-
Chen X. How often does a Harris recurrent Markov chain recur? Ann. Probab. 27 1999 1324-1346
-
(1999)
Ann. Probab.
, vol.27
, pp. 1324-1346
-
-
Chen, X.1
-
9
-
-
0034405097
-
On the limit laws of the second order for additive functionals of Harris recurrent Markov chains
-
Chen X. On the limit laws of the second order for additive functionals of Harris recurrent Markov chains Probab. Theory Related Fields 116 2000 89-123
-
(2000)
Probab. Theory Related Fields
, vol.116
, pp. 89-123
-
-
Chen, X.1
-
10
-
-
0041902262
-
Moderate deviations for Markovian occupation times
-
Chen X. Moderate deviations for Markovian occupation times Stochastic Process. Appl. 94 2001 51-70
-
(2001)
Stochastic Process. Appl.
, vol.94
, pp. 51-70
-
-
Chen, X.1
-
12
-
-
0000168954
-
On additive functionals of Markov chains
-
Csáki E. Csörgö M. On additive functionals of Markov chains J. Theoret. Probab. 8 1995 905-919
-
(1995)
J. Theoret. Probab.
, vol.8
, pp. 905-919
-
-
Csáki, E.1
Csörgö, M.2
-
13
-
-
0002227667
-
On the additive functionals of diffussion processes
-
Csáki E. Salminen P. On the additive functionals of diffussion processes Studia Sci. Math. Hungar. 31 1996 47-62
-
(1996)
Studia Sci. Math. Hungar.
, vol.31
, pp. 47-62
-
-
Csáki, E.1
Salminen, P.2
-
14
-
-
0002361771
-
Self-normalized moderate deviations and LILs
-
Dembo A. Shao Q. Self-normalized moderate deviations and LILs Stochastic Process. Appl. 75 1998 51-65
-
(1998)
Stochastic Process. Appl.
, vol.75
, pp. 51-65
-
-
Dembo, A.1
Shao, Q.2
-
16
-
-
0742283816
-
Large and moderate deviations for quadratic empirical processes
-
Djellout H. Guillin A. Wu L. Large and moderate deviations for quadratic empirical processes Stat. Inf. Stoch. Proc. 2 1999 195-225
-
(1999)
Stat. Inf. Stoch. Proc.
, vol.2
, pp. 195-225
-
-
Djellout, H.1
Guillin, A.2
Wu, L.3
-
17
-
-
0012951985
-
Moderate deviations of Markov Chains with atom
-
Djellout H. Guillin A. Moderate deviations of Markov Chains with atom Stochastic Process. Appl. 95 2001 203-217
-
(2001)
Stochastic Process. Appl.
, vol.95
, pp. 203-217
-
-
Djellout, H.1
Guillin, A.2
-
19
-
-
0001221334
-
Some problems concerning the structure of random walks
-
Erdös P. Taylor S.J. Some problems concerning the structure of random walks Acta Math. 11 1960 137-162
-
(1960)
Acta Math.
, vol.11
, pp. 137-162
-
-
Erdös, P.1
Taylor, S.J.2
-
21
-
-
0042507595
-
Uniform moderate deviations of functional empirical processes of Markov chains
-
Guillin A. Uniform moderate deviations of functional empirical processes of Markov chains Probab. Math. Stat. 20 2000 237-260
-
(2000)
Probab. Math. Stat.
, vol.20
, pp. 237-260
-
-
Guillin, A.1
-
22
-
-
0010880357
-
Asymptotic behavior for the local time of a recurrent random walk
-
Jain N.C. Pruitt W.E. Asymptotic behavior for the local time of a recurrent random walk Ann. Probab. 11 1983 64-85
-
(1983)
Ann. Probab.
, vol.11
, pp. 64-85
-
-
Jain, N.C.1
Pruitt, W.E.2
-
23
-
-
0742266458
-
Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments
-
Jiang T. Rao M.B. Wang X. Li D. Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments Stochastic Process. Appl. 44 1993 205-219
-
(1993)
Stochastic Process. Appl.
, vol.44
, pp. 205-219
-
-
Jiang, T.1
Rao, M.B.2
Wang, X.3
Li, D.4
-
24
-
-
84972521506
-
An iterated logarithm law for local times
-
Kesten H. An iterated logarithm law for local times Duke Math. J. 32 1965 447-456
-
(1965)
Duke Math. J.
, vol.32
, pp. 447-456
-
-
Kesten, H.1
-
25
-
-
0000227816
-
The range of stable random walks
-
Le Gall J.-F Rosen J. The range of stable random walks Ann. Probab. 19 1991 650-705
-
(1991)
Ann. Probab.
, vol.19
, pp. 650-705
-
-
Le Gall, J.-F.1
Rosen, J.2
-
27
-
-
0001232794
-
Law of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks
-
Marcus M.B. Rosen J. Law of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks Ann. Probab. 22 1994 626 658
-
(1994)
Ann. Probab.
, vol.22
, pp. 626-658
-
-
Marcus, M.B.1
Rosen, J.2
-
28
-
-
0000427555
-
A splitting technique for Harris recurrent chains
-
Nummelin E. A splitting technique for Harris recurrent chains Z. Wahr. Geb. 43 1978 309-318
-
(1978)
Z. Wahr. Geb.
, vol.43
, pp. 309-318
-
-
Nummelin, E.1
-
32
-
-
0000187772
-
An invariance principle for the law of the iterated logarithm
-
Strassen V. An invariance principle for the law of the iterated logarithm Z. Wahr. Geb. 3 1964 211-226
-
(1964)
Z. Wahr. Geb.
, vol.3
, pp. 211-226
-
-
Strassen, V.1
-
33
-
-
0003737306
-
-
New York: North-Holland
-
Revuz D. Markov Chains 1975 North-Holland New York
-
(1975)
Markov Chains
-
-
Revuz, D.1
-
34
-
-
0000187468
-
Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents
-
Touati A. Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents Ann. Probab. 18 1990 140-159
-
(1990)
Ann. Probab.
, vol.18
, pp. 140-159
-
-
Touati, A.1
-
35
-
-
0001415423
-
Moderate deviations for random variables related to CLT
-
Wu L. Moderate deviations for random variables related to CLT Ann. Probab. 23 1995 420-445
-
(1995)
Ann. Probab.
, vol.23
, pp. 420-445
-
-
Wu, L.1
|