A class of small deviation theorem for the sequences of countable state random variables with respect to homogeneous Markov chains

DOI10.1080/03610926.2015.1137594zbMath1371.60063OpenAlexW2464788277MaRDI QIDQ5349209

Jinli Ji, Zhiyan Shi, Wei-guo Yang

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1137594

zbMATH Keywords

Markov chainsstrong laws of large numbersShannon-McMillan theoremsmall deviation theorems

Mathematics Subject Classification ID

Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems in probability theory (60F99)

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A class of strong deviation theorems for the sequence of real valued random variables with respect to continuous-state non-homogeneous Markov chains ⋮ A class of small deviation theorems for Markov chains in bi-infinite random environment

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