Uniform large deviation property of the empirical process of a Markov chain

DOI10.1214/aop/1176991261zbMath0685.60030OpenAlexW1994206638MaRDI QIDQ1826198

Aaron D. Wyner, Richard S. Ellis

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991261

zbMATH Keywords

empirical processempirical measureuniform large deviation property

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (max. 100)

Large deviations for empirical measures of Markov chains ⋮ Large deviations for Markov processes with discontinuous statistics. II: Random walks ⋮ Spatializing random measures: doubly indexed processes and the large deviation principle ⋮ Empirical process theory for locally stationary processes ⋮ On the large deviation rate function for the empirical measures of reversible jump Markov processes

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