Chen Mufa and Lu Yungang, Large deviations for Markov chains, Acta Math.Scientai, 1 (1990).Chen, M. F. and Lu, Y. G. (1990), Large deviations for Markov chains, Acta Sci. Sin. 10:2, 217-222.Chen, M. F. and Lu, Y. G. (1989) Large deviations for Markov chains, Acta Math...
Popovic Lea Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability . 2019 ,第9期 机译:马尔可夫链具有多个时间尺度的大偏差 3. A system of nonlinear equations with application to large deviations for Markov chains with fi...
The function λ(x), which in general is somewhat awkward to calculate, acts as a surrogate for the 'energy' of the system, even though there is no Hamiltonian defined for non-reversible Markov chains. To prove Theorem 2.2, we shall need the following 'large deviations' estimate for the ...
This paper finds out that the asymptotic behavior of precise large deviations for non-identically distributed random variables is insensitive to the END structure, which is an extension of the ND structure. More interestingly, it is proven that condition (1.1) can be weakened to F(−x)=o(F...
Sharp asymptotics of large deviations for general state-space Markov-additive chains in Rd Iltis,M. - 《Stats & Probability Letters》 被引量: 21发表: 2000年 Sharp asymptotics of large deviations for general state-space Markov-additive chains in Rd M Iltis 被引量: 0发表: 2000年 On the two...
P. (2000). Multiplicative ergodicity and large deviations for an irreducible Markov chains. Stochastic Process. Appl. 90 123-144. MR1787128S. Balaji and S. P. Meyn, "Multiplicative ergodicity and large deviations for an irreducible Markov chain," Stochastic Process. Appl., vol. 90, pp. 123...
The problem considered is that of estimating the tail stationary probability for two exponential server queues in series fed by renewal arrivals. We comput... AG Anantharam - 《Queueing Systems》 被引量: 68发表: 1996年 Large deviations and full Edgeworth expansions for finite Markov chains with ...
Roughly speaking, this is because the row lengths are exponentially concentrated around their mean due to a large deviations principle for Markov additive functionals, and the probability of Xn,p being highest decays only polynomially in n (provided p0≥p1≥≥pκ) due to a generalized ballot ...
Large deviations, hypotheses testing, and source coding for finite Markov chains Assuming { Xn} nges1 is a finite Markov chain with transition probability matrix of strictly positive entries, a large deviation theorem is proved for t... Natarajan,S. - 《IEEE Transactions on Information Theory》 ...
donghan@sjtu.edu.cnAbstractWemodelanepidemicwithaclassofnonhomogeneousMarkovchainsonthesupercriticalpercolationnetworkonZd.ThelargedeviationslawfortheMarkovchainisgiven.Explicitexpressionoftheratefunctionforlargedeviationisobtained.KeywordsNonhomogeneousMarkovchain,largedeviation,ratefunction,percolationnetworkMR(2000)...