Transportation inequalities for hidden Markov chains and applications

被引：0
作者：
ShuLan Hu
机构：
[1] Zhongnan University of Economics and Law,Department of Statistics
来源：
Science China Mathematics | 2011年 / 54卷
关键词：
hidden Markov chains; deviation inequalities; transportation cost-information inequality; measure concentration; exponential forgetting; geometric ergodicity; 37A30; 37A50; 60A10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We prove some transportation inequalities for hidden Markov chains, generalize the results proved by Kontorovich and Ramanan in two directions and give some applications to log-likelihood functions and hypothesis testing.
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页码：1027 / 1042
页数：15
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