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

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