A NOTE ON THE RELATIONSHIP BETWEEN THE RATE-FUNCTIONS FOR STATIONARY DEPENDENT RANDOM SEQUENCES IN TAU-TOPOLOGY AND THE RELATIVE ENTROPY

被引：2

作者：

HU, YJ

机构：

[1] Department of Mathematics, Wuhan University

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1995年 / 56卷 / 02期

基金：

中国国家自然科学基金;

关键词：

LARGE DEVIATIONS; EMPIRICAL MEASURES; STATIONARY SEQUENCE; RELATIVE ENTROPY; TAU-TOPOLOGY;

D O I：

10.1016/0304-4149(94)00057-Z

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this note, we give an estimate for the difference between the rate function for empirical measures of a stationary-dependent random sequence in tau-topology and the relative entropy.

引用

页码：351 / 355

页数：5

共 12 条

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