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Large exceedences for uniformly recurrent Markov-additive processes and strong-mixing stationary processes
Published online by Cambridge University Press: 14 July 2016
Abstract
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.
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- Copyright © Applied Probability Trust 1995
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