L ∞ — Limit theorems for Markov processes

1969 ◽  
Vol 7 (1) ◽  
pp. 60-62 ◽  
Author(s):  
S. Horowitz
2014 ◽  
Vol 266 (3) ◽  
pp. 1716-1756 ◽  
Author(s):  
Yan-Xia Ren ◽  
Renming Song ◽  
Rui Zhang

1978 ◽  
Vol 6 (5) ◽  
pp. 788-797 ◽  
Author(s):  
K. B. Athreya ◽  
D. McDonald ◽  
P. Ney

1973 ◽  
Vol 1 (6) ◽  
pp. 1014-1025
Author(s):  
Michael L. Levitan ◽  
Lawrence H. Smolowitz

2018 ◽  
Vol 61 (2) ◽  
pp. 363-369 ◽  
Author(s):  
Lulu Fang ◽  
Min Wu

AbstractIn 1973, Williams [D. Williams, On Rényi's ‘record’ problem and Engel's series, Bull. London Math. Soc.5 (1973), 235–237] introduced two interesting discrete Markov processes, namely C-processes and A-processes, which are related to record times in statistics and Engel's series in number theory respectively. Moreover, he showed that these two processes share the same classical limit theorems, such as the law of large numbers, central limit theorem and law of the iterated logarithm. In this paper, we consider the large deviations for these two Markov processes, which indicate that there is a difference between C-processes and A-processes in the context of large deviations.


1979 ◽  
Vol 23 (4) ◽  
pp. 700-711
Author(s):  
G. P. Klimov

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