Moderate deviations for nonhomogeneous Markov chains

DOI10.1016/j.spl.2019.108632zbMath1453.60076OpenAlexW2977030731MaRDI QIDQ2288787

Kun Cheng, Ming Zhou Xu, Yunzheng Ding

Publication date: 20 January 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.108632

zbMATH Keywords

martingalemoderate deviationsnonhomogeneous Markov chainsempirical measures

Mathematics Subject Classification ID

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

Cites Work

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