# The principle of large deviations for martingale additive functionals of recurrent Markov processes.

Heck, Matthias K.; Maaouia, Faïza

Electronic Journal of Probability [electronic only] (2001)

- Volume: 6, page Paper No. 8, 26 p., electronic only-Paper No. 8, 26 p., electronic only
- ISSN: 1083-589X

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topHeck, Matthias K., and Maaouia, Faïza. "The principle of large deviations for martingale additive functionals of recurrent Markov processes.." Electronic Journal of Probability [electronic only] 6 (2001): Paper No. 8, 26 p., electronic only-Paper No. 8, 26 p., electronic only. <http://eudml.org/doc/121420>.

@article{Heck2001,

author = {Heck, Matthias K., Maaouia, Faïza},

journal = {Electronic Journal of Probability [electronic only]},

keywords = {autoregressive model; positive recurrent processes; martingale additive functionals; central limit theorem},

language = {eng},

pages = {Paper No. 8, 26 p., electronic only-Paper No. 8, 26 p., electronic only},

publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},

title = {The principle of large deviations for martingale additive functionals of recurrent Markov processes.},

url = {http://eudml.org/doc/121420},

volume = {6},

year = {2001},

}

TY - JOUR

AU - Heck, Matthias K.

AU - Maaouia, Faïza

TI - The principle of large deviations for martingale additive functionals of recurrent Markov processes.

JO - Electronic Journal of Probability [electronic only]

PY - 2001

PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham

VL - 6

SP - Paper No. 8, 26 p., electronic only

EP - Paper No. 8, 26 p., electronic only

LA - eng

KW - autoregressive model; positive recurrent processes; martingale additive functionals; central limit theorem

UR - http://eudml.org/doc/121420

ER -

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