Large deviations for a Markov chain in a random landscape

Citation
Guillotin-plantard, Nadine, Large deviations for a Markov chain in a random landscape, Advances in applied probability , 34(2), 2002, pp. 375-393
ISSN journal
00018678
Volume
34
Issue
2
Year of publication
2002
Pages
375 - 393
Database
ACNP
SICI code
Abstract
Let (Sk)k.0 be a Markov chain with state space E and (.x)x.E be a family of .p-valued random vectors assumed independent of the Markov chain. The .x could be assumed independent and identically distributed or could be Gaussian with reasonable correlations. We study the large deviations of the sum https://static.cambridge.org/binary/version/id/urn:cambridge.org:id:binary:20180209065921628-0725:S0001867800011617:S0001867800011617_inline1.gif?pub-status=live