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The Principle of Large Deviations for Martingale Additive Functionals of Recurrent Markov Processes

   
@article{EJP81,
	author = {Matthias Heck and Faïza Maaouia},
	title = {The Principle of Large Deviations for Martingale Additive Functionals of Recurrent Markov Processes},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {6},
	year = {2001},
	keywords = {Central Limit Theorem (CLT), Large Deviations Principle (LDP), Markov Processes, Autoregressive Model (AR1), Positive Recurrent Processes, Martingale Additive Functional (MAF)},
	abstract = {We give a principle of large deviations for a generalized version of the  strong central limit theorem. This generalized version deals with  martingale additive functionals of a recurrent Markov process.},
	pages = {no. 8, 1-26},
	issn = {1083-6489},
	doi = {10.1214/EJP.v6-81},    
        url = {http://ejp.ejpecp.org/article/view/81}}