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
收藏
页码：259 / 284
页数：26
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