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Large deviations and the Bayesian estimation of higher-order Markov transition functions - MaRDI portal

Large deviations and the Bayesian estimation of higher-order Markov transition functions (Q4877400)

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scientific article; zbMATH DE number 877707
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Large deviations and the Bayesian estimation of higher-order Markov transition functions
scientific article; zbMATH DE number 877707

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    Large deviations and the Bayesian estimation of higher-order Markov transition functions (English)
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    16 September 1996
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    Markov chains
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    higher-order transition functions
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    relative entropy
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    large deviations
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    posterior distributions
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    exponential decay
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