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

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