Moderate deviations for empirical measures of Markov chains: Upper bounds

被引：25

作者：

de Acosta, A ^{[1
]}

Chen, X ^{[1
]}

机构：

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

来源：

JOURNAL OF THEORETICAL PROBABILITY | 1998年 / 11卷 / 04期

基金：

美国国家科学基金会;

关键词：

empirical measures; Markov chains; geometric ergodicity; moderate deviations; regeneration-split chain method; projective system;

D O I：

10.1023/A:1022673000778

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 upper bounds for moderate deviations of empirical measures of Markov chains with general state space in the tau-topology under the minimal assumption of geometric ergodicity. The regeneration-split chain method and a result on projective systems are employed in the proof.

引用

页码：1075 / 1110

页数：36

共 50 条

[1] Moderate Deviations for Empirical Measures of Markov Chains: Upper Bounds
A. de Acosta
Xia Chen
Journal of Theoretical Probability, 1998, 11 : 1075 - 1110
[2] Moderate deviations for empirical measures of Markov chains: Lower bounds
de Acosta, A
ANNALS OF PROBABILITY, 1997, 25 (01): : 259 - 284
[3] Moderate deviations for Markov chains with atom
Djellout, H
Guillin, A
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2001, 95 (02) : 203 - 217
[4] Moderate deviations for nonhomogeneous Markov chains
Xu, Mingzhou
Cheng, Kun
Ding, Yunzheng
STATISTICS & PROBABILITY LETTERS, 2020, 157
[5] Large deviations for empirical measures of self-interacting Markov chains
Budhiraja, Amarjit
Waterbury, Adam
Zoubouloglou, Pavlos
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2025, 186
[6] Large Deviations for Empirical Measures of Not Necessarily Irreducible Countable Markov Chains with Arbitrary Initial Measures
Yi Wen Jiang
Li Ming Wu
Acta Mathematica Sinica, 2005, 21 : 1377 - 1390
[7] Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures
Jiang, YW
Wu, LM
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2005, 21 (06) : 1377 - 1390
[8] Large Deviations for Empirical Measures of Not Necessarily Irreducible Countable Markov Chains with Arbitrary Initial Measures
Yi Wen JIANG Department of Mathematics
Acta Mathematica Sinica(English Series), 2005, 21 (06) : 1377 - 1390
[9] Moderate deviations of density-dependent Markov chains
Xue, Xiaofeng
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 140 : 49 - 80
[10] UPPER BOUNDS FOR SERIES INVOLVING MODERATE AND SMALL DEVIATIONS
Spataru, Aurel
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2010, 138 (07) : 2601 - 2606

← 1 2 3 4 5 →