The functional moderate deviations for Harris recurrent Markov chains and applications.

DOI10.1016/S0246-0203(03)00061-XzbMath1035.60021OpenAlexW4246618398MaRDI QIDQ1426660

Xia Chen, Arnaud Guillin

Publication date: 15 March 2004

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2004__40_1_89_0

zbMATH Keywords

moderate deviationthe law of the iterated logarithmHarris recurent Markov chainp-regualarity

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (5)

Moderate deviations and functional limits for random processes with stationary and independent increments ⋮ Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space ⋮ Moderate deviations for Poisson-Dirichlet distribution ⋮ Moderate deviation principles for stochastic differential equations with jumps ⋮ Moment inequalities for sums of dependent random variables under projective conditions

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