Small perturbation Cramer methods and moderate deviations for Markov processes

被引：4

作者：

Gao, FQ ^{[1
]}

机构：

[1] HUBEI UNIV,DEPT MATH,WUHAN 430062,PEOPLES R CHINA

来源：

ACTA MATHEMATICA SCIENTIA | 1995年 / 15卷 / 04期

关键词：

large deviations; Cramer methods; Markov processes; moderate deviations;

D O I：

10.1016/S0252-9602(18)30062-6

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This paper presents a small perturbation Cramer method for obtaining the large deviation principle of a family of measures {mu(c),epsilon > 0} on a topological vector space. As an application, we obtain the moderate deviation estimations for uniformly ergodic Markov processes.

引用

页码：394 / 405

页数：12

共 50 条

[1] SMALL　PERTURBATION　CRAMER　METHODS　AND　MODERATE　DEVIATIONS　FOR　MARKOV　PROCESSES
高付清
ActaMathematicaScientia, 1995, (04) : 394 - 405
[2] Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging
Guillin, A
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2001, 92 (02) : 287 - 313
[3] Cramer-type moderate deviations for intermediate trimmed means
Gribkova, Nadezhda
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (23) : 11918 - 11932
[4] Moderate deviations for martingales and mixing random processes
Gao, FQ
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1996, 61 (02) : 263 - 275
[5] Moderate deviations for Hawkes processes
Zhu, Lingjiong
STATISTICS & PROBABILITY LETTERS, 2013, 83 (03) : 885 - 890
[6] LARGE DEVIATIONS, MODERATE DEVIATIONS AND LIL FOR EMPIRICAL PROCESSES
WU, LM
ANNALS OF PROBABILITY, 1994, 22 (01) : 17 - 27
[7] Moderate deviations for multivariate Hawkes processes
Yao, Nian
STATISTICS & PROBABILITY LETTERS, 2018, 140 : 71 - 76
[8] Moderate deviations for Markov chains with atom
Djellout, H
Guillin, A
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2001, 95 (02) : 203 - 217
[9] Moderate deviations for nonhomogeneous Markov chains
Xu, Mingzhou
Cheng, Kun
Ding, Yunzheng
STATISTICS & PROBABILITY LETTERS, 2020, 157
[10] Martingale problems for large deviations of Markov processes
Feng, J
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1999, 81 (02) : 165 - 216

← 1 2 3 4 5 →