Horsthemke, Benedikt; Rüttermann, Markus - In: Stochastic Processes and their Applications 56 (1995) 1, pp. 117-132
This paper extends results of Bolthausen and Schmock on the asymptotical behaviour of certain Laplace-type transformations of Markov chains in two aspects: First we consider transformations of a more general class of processes which satisfy an Orey-type fading condition and secondly we study...