Principe de grandes déviations autonormalisées pour des chaı̂nes de Markov

Mathieu Faure

Open source

DOI: 10.1016/s0764-4442(01)01953-x
Published: 2001-11
Container: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/s0764-4442-01-01953-x,
  title = {Principe de grandes déviations autonormalisées pour des chaı̂nes de Markov},
  author = {Mathieu Faure},
  year = {2001},
  journal = {Comptes Rendus de l'Académie des Sciences - Series I - Mathematics},
  doi = {10.1016/s0764-4442(01)01953-x},
  url = {https://doi.org/10.1016/s0764-4442(01)01953-x}
}

RIS

TY  - JOUR
TI  - Principe de grandes déviations autonormalisées pour des chaı̂nes de Markov
AU  - Mathieu Faure
PY  - 2001
JO  - Comptes Rendus de l'Académie des Sciences - Series I - Mathematics
DO  - 10.1016/s0764-4442(01)01953-x
UR  - https://doi.org/10.1016/s0764-4442(01)01953-x
ER  -

APA

Faure, M. (2001). Principe de grandes déviations autonormalisées pour des chaı̂nes de Markov. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics. https://doi.org/10.1016/s0764-4442(01)01953-x

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crossref · retrieved 2026-11-10T14:36:18.014Z