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

Heck, 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 -