The exit path of a Markov chain with rare transitions

Author: Catoni Olivier   Cerf Raphaël  

Publisher: Edp Sciences

E-ISSN: 1262-3318|1|issue|95-144

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.1, Iss.issue, 2010-03, pp. : 95-144

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Abstract