The principle of large deviations for martingale additive functionals of recurrent Markov processes.
Heck, Matthias K. ; Maaouia, Faïza
Electronic Communications in Probability [electronic only], Tome 6 (2001), / Harvested from The Electronic Library of Mathematics
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Publié le : 2001-01-01
EUDML-ID : urn:eudml:doc:121420 
@article{01615211,
     title = {The principle of large deviations for martingale additive functionals of recurrent Markov processes.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {6},
     year = {2001},
     zbl = {0974.60012},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01615211}
}

Heck, Matthias K.; Maaouia, Faïza. The principle of large deviations for martingale additive functionals of recurrent Markov processes.. Electronic Communications in Probability [electronic only], Tome 6 (2001) . http://gdmltest.u-ga.fr/item/01615211/