Large and moderate deviations for the local time of a recurrent Markov chain on
Annales de l'I.H.P. Probabilités et statistiques (1998)
- Volume: 34, Issue: 5, page 687-704
- ISSN: 0246-0203
Access Full Article
topHow to cite
topReferences
top- [1] E. Csáki, P. Révész and J. Rosen, Functional laws of the iterated logarithms for local times of recurrent random walks in Z2, to appear in AIHP, 1998. Zbl0913.60052MR1632833
- [2] A. Dembo and O. Zeitouni, Large deviations techniques and applications, Second edition, Springer, New York, 1998. Zbl0896.60013MR1619036
- [3] J.D. Deuschel and D.W. Stroock, Large deviations, Academic Press, Boston1989. Zbl0705.60029MR997938
- [4] N.C. Jain and W.E. Pruitt, Lower tail probability estimates for subordinators and non-decreasing random walks, Ann. Prob, Vol. 15, 1987, pp. 75-101. Zbl0617.60023MR877591
- [5] N.C. Jain and W.E. Pruitt, Maximal increments of local time of a random walk, Ann. Prob, Vol. 15, 1987, pp. 1461-1490. Zbl0639.60077MR905342
- [6] M. Marcus and J. Rosen, Laws of the iterated logarithm for the local time of recurrent random walks on Z2 and of Lévy processes and random walks in the domain of attraction of Cauchy random variables, Ann. Inst. H. Poincaré, Vol. 30, 1994, pp. 467-499. Zbl0805.60069MR1288360