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Large deviations for a Markov chain in a random landscape
Published online by Cambridge University Press: 01 July 2016
Abstract
Let (Sk)k≥0 be a Markov chain with state space E and (ξx)x∊E be a family of ℝp-valued random vectors assumed independent of the Markov chain. The ξx could be assumed independent and identically distributed or could be Gaussian with reasonable correlations. We study the large deviations of the sum
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- General Applied Probability
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- Copyright © Applied Probability Trust 2002
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