Geodesic
Rough limit theorems on large deviations for Markov stochastic processes.~III
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 673-691

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This is the continuation of the papers [8], [9]. In [9] some rough limit theorems were deduced from the estimates of [8]. These theorems are analogous to the limit theorems for the sums of independent random variables concerning «very large» deviations of order $\sqrt n$. In the present paper rough limit theorems for some other classes of families of Markov processes are derived from the estimates of [8] (slighthly modified); some of them are analogous to limit theorems concerning «not very large» deviations (those of order $o(\sqrt n)$ for the sums of independent random variables. 
@article{TVP_1979_24_4_a0,
     author = {A. D. Wentzell},
     title = {Rough limit theorems on large deviations for {Markov} stochastic {processes.~III}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {673--691},
     publisher = {mathdoc},
     volume = {24},
     number = {4},
     year = {1979},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a0/}
}
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A. D. Wentzell. Rough limit theorems on large deviations for Markov stochastic processes.~III. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 673-691. http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a0/