Moderate deviations for empirical measures of Markov chains: Lower bounds

被引：0

作者：

de Acosta, A ^{[1
]}

机构：

[1] Case Western Reserve Univ, Dept Math, Cleveland, OH 44106 USA

来源：

ANNALS OF PROBABILITY | 1997年 / 25卷 / 01期

关键词：

moderate deviations; Markov chains; ergodicity of degree 2;

D O I：

暂无

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：

We obtain lower bounds for moderate deviations of empirical measures of a Markov chain with general state space under the assumption of ergodicity of degree 2. We derive an explicit expression for the rate function.

引用

页码：259 / 284

页数：26

共 50 条

[11] LARGE DEVIATIONS, MODERATE DEVIATIONS AND LIL FOR EMPIRICAL PROCESSES
WU, LM
ANNALS OF PROBABILITY, 1994, 22 (01) : 17 - 27
[12] On bounds for moderate deviations for student's statistic
Chistyakov, GP
Götze, F
THEORY OF PROBABILITY AND ITS APPLICATIONS, 2003, 48 (03) : 528 - 535
[13] Asymptotic theory of large deviations for Markov chains
Lerman, G
Schuss, Z
SIAM JOURNAL ON APPLIED MATHEMATICS, 1998, 58 (06) : 1862 - 1877
[14] Large Deviations for Additive Functionals of Markov Chains
de Acosta, Alejandro D.
Ney, Peter
MEMOIRS OF THE AMERICAN MATHEMATICAL SOCIETY, 2014, 228 (1070) : 1 - +
[15] On Measures Driven by Markov Chains
Yanick Heurteaux
Andrzej Stos
Journal of Statistical Physics, 2014, 157 : 1046 - 1061
[16] On Measures Driven by Markov Chains
Heurteaux, Yanick
Stos, Andrzej
JOURNAL OF STATISTICAL PHYSICS, 2014, 157 (06) : 1046 - 1061
[17] Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method
Fatalov, V. R.
IZVESTIYA MATHEMATICS, 2011, 75 (04) : 837 - 868
[18] UPPER BOUNDS FOR SERIES INVOLVING MODERATE AND SMALL DEVIATIONS
Spataru, Aurel
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2010, 138 (07) : 2601 - 2606
[19] LARGE DEVIATIONS FOR MARKOV-CHAINS WITH RANDOM TRANSITIONS
SEPPALAINEN, T
ANNALS OF PROBABILITY, 1994, 22 (02) : 713 - 748
[20] Stochastic Bounds for Markov Chains with the Use of GPU
Bylina, Jaroslaw
Fourneau, Jean-Michel
Karwacki, Marek
Pekergin, Nihal
Quessette, Franck
COMPUTER NETWORKS, CN 2015, 2015, 522 : 357 - 370

← 1 2 3 4 5 →