A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy

DOI10.1016/0304-4149(94)00057-ZzbMath0826.60022OpenAlexW2014739016MaRDI QIDQ1890709

Hu, Yijun

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00057-z

zbMATH Keywords

relative entropylarge deviation rate functionstrong dependence coefficients

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

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• Markov process large deviations in \(\tau\)-topology
• Large deviations for empirical measures of Markov chains
• The large deviation principle for hypermixing processes
• On the large deviation principle for stationary weakly dependent random fields
• On large deviations for uniformly strong mixing sequences
• A function space large deviation principle for certain stochastic integrals
• On the ψ-Mixing Condition for Stationary Random Sequences
• Asymptotic probabilities and differential equations
• On the strong law of large numbers for a class of stochastic processes
• An introduction to the theory of large deviations

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