ON THE LARGE DEVIATION FUNCTIONS OF MARKOV CHAINS

数学物理学报(英文版) ›› 1988, Vol. 8 ›› Issue (2): 199-209.

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ON THE LARGE DEVIATION FUNCTIONS OF MARKOV CHAINS

龚光鲁¹, 钱敏平²

1. Dept. of Appl. Math., Tsinghua University, Beijing;
2. Dept. of Prob. & Stat., Peking University, Beijing

收稿日期:1987-01-02 出版日期:1988-06-25 发布日期:1988-06-25
基金资助:
This work is partly supported by IMA (USA) and partly supported by National Science Foundation(China)

ON THE LARGE DEVIATION FUNCTIONS OF MARKOV CHAINS

Gong Guanglu¹, Qian Minping²

1. Dept. of Appl. Math., Tsinghua University, Beijing;
2. Dept. of Prob. & Stat., Peking University, Beijing

Received:1987-01-02 Online:1988-06-25 Published:1988-06-25
Supported by:
This work is partly supported by IMA (USA) and partly supported by National Science Foundation(China)

摘要/Abstract

龚光鲁, 钱敏平. ON THE LARGE DEVIATION FUNCTIONS OF MARKOV CHAINS[J]. 数学物理学报(英文版), 1988, 8(2): 199-209.

Gong Guanglu, Qian Minping. ON THE LARGE DEVIATION FUNCTIONS OF MARKOV CHAINS[J]. Acta mathematica scientia,Series B, 1988, 8(2): 199-209.

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