Moderate deviations for empirical measures of Markov chains: Upper bounds (Q1272501)

From MaRDI portal





scientific article; zbMATH DE number 1234280
Language Label Description Also known as
English
Moderate deviations for empirical measures of Markov chains: Upper bounds
scientific article; zbMATH DE number 1234280

    Statements

    Moderate deviations for empirical measures of Markov chains: Upper bounds (English)
    0 references
    0 references
    0 references
    8 November 1999
    0 references
    The aim of the paper is to obtain upper bounds for moderate deviations of empirical measures of Markov chains with general state space in the \(\tau\)-topology under the minimal assumptions of geometric ergodicity. The regeneration-split chain method and a result on projective systems are employed in the proofs.
    0 references
    regeneration-split chain method
    0 references
    empirical measure
    0 references
    Markov chain
    0 references
    geometric ergodicity
    0 references
    moderate deviations
    0 references
    projective system
    0 references

    Identifiers