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
收藏
页码：1075 / 1110
页数：36
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