Large exceedences for uniformly recurrent Markov-additive processes and strong-mixing stationary processes
Keyword(s):
We extend large exceedence results for i.i.d. -valued random variables to a class of uniformly recurrent Markov-additive processes and stationary strong-mixing processes. As in the i.i.d. case, the results are proved via large deviations estimates.
1987 ◽
Vol 15
(2)
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pp. 593-609
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2001 ◽
Vol 38
(4)
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pp. 917-931
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2001 ◽
Vol 38
(04)
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pp. 917-931
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1985 ◽
Vol 6
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pp. 373-412
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2014 ◽
Vol 43
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pp. 3733-3750
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