Self-normalized large deviations for Markov chains

DOI10.1214/EJP.v7-122zbMath1007.60008OpenAlexW1987370664MaRDI QIDQ1858670

Mathieu Faure

Publication date: 13 February 2003

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122453

zbMATH Keywords

Markov chainslarge deviationsself-normalizationpartial large deviation principles

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Related Items (1)

A Self-Normalized Central Limit Theorem for Markov Random Walks

This page was built for publication: Self-normalized large deviations for Markov chains