Self-normalized Cramér-type moderate deviations for functionals of Markov chain

DOI10.1007/s10255-020-0924-5zbMath1434.60086OpenAlexW3015707812MaRDI QIDQ1987578

Xinwei Feng, Qui-Man Shao

Publication date: 15 April 2020

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-020-0924-5

zbMATH Keywords

Markov chainergodicself-normalized partial sumsCramér-type moderate deviations

Mathematics Subject Classification ID

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

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