Self-normalized large deviations for Markov chains (Q2765878)
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scientific article; zbMATH DE number 1695089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-normalized large deviations for Markov chains |
scientific article; zbMATH DE number 1695089 |
Statements
1 August 2002
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large deviations principle
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Markov chain
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Self-normalized large deviations for Markov chains (English)
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Following Dembo-Shao's results in the area of i.i.d. self-normalized large deviations principle, the author is interested in sums of Banach valued functions of a Markov chain. The novelty here is the technique based on a domination hypothesis and used for a full large deviations principle.
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