The functional moderate deviations for Harris recurrent Markov chains and applications
Work
Year: 2003
Type: article
Abstract: We study exponentially asymptotic behaviors for the trajectories of additive functionals of Harris Markov chains. In the main result, we establish a moderate deviation principle for a pair of additive... more
Author X Chen
Institution University of Tennessee at Knoxville
Cites:
Cited by: 6
Related to: 10
FWCI: 0.542
Citation percentile (by year/subfield): 46.88
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green