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

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call