A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy (Q1890709)
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scientific article; zbMATH DE number 757536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy |
scientific article; zbMATH DE number 757536 |
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A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy (English)
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23 May 1995
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The difference between the large deviation rate function for the empirical measure of a stationary dependent random sequence and the relative entropy is estimated above and below by certain types of strong dependence coefficients. When defining the rate function, the closure and the interior of a set of probability measures are to be understood in the so-called \(\tau\)-topology.
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relative entropy
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large deviation rate function
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strong dependence coefficients
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