The strong deviation theorem for discrete-time and continuous-state nonhomogeneous Markov chains

DOI10.1186/1029-242X-2013-462zbMath1294.60097OpenAlexW2130571217WikidataQ59302074 ScholiaQ59302074MaRDI QIDQ2250417

Bei Wang, Zhiyan Shi

Publication date: 7 July 2014

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1029-242x-2013-462

zbMATH Keywords

strong deviation theoremtransition probability densityasymptotic average log-likelihood ratiodiscrete-time and continuous-state nonhomogeneous Markov chain

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15)

Related Items (1)

A CLASS OF SMALL DEVIATION THEOREMS FOR FUNCTIONALS OF RANDOM FIELDS ON A TREE WITH UNIFORMLY BOUNDED DEGREE IN RANDOM ENVIRONMENT

Cites Work

• Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables
• A strong limit theorem expressed by inequalities for the sequences of absolutely continuous random variables
• The Markov approximation of the sequences of \(N\)-valued random variables and a class of small deviation theorems.
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