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Large-deviation theorems for sums of random variables connected in a Markov chain. I

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Vytautas Magnus University, Daukanto 28, 3000 Kaunas; Institute of Matheamtics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania. Translated from Lietuvos Matematikos Rinkinys, Vol. 38, No. 4, pp. 456–471, October–December, 1998.

Translated by V. Mackevičius

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Padvelskis, K., Statulevičius, V. Large-deviation theorems for sums of random variables connected in a Markov chain. I. Lith Math J 38, 348–359 (1998). https://doi.org/10.1007/BF02465819

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  • DOI: https://doi.org/10.1007/BF02465819

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