The functional moderate deviations for Harris recurrent Markov chains and applications
The functional moderate deviations for Harris recurrent Markov chains and applications
We study exponentially asymptotic behaviors for the trajectories of additive functionals of Harris Markov chains. In the main result, we establish a moderate deviation principle for a pair of additive functionals of different growth rates. Moreover, we give explicit formulas for the rate functions which exhibit a non-quadratic behavior. In …