Uniform large deviation property of the empirical process of a Markov chain
type: Item
instance of: scholarly article
title: Uniform large deviation property of the empirical process of a Markov chain
zbMATH Open document ID: 0685.60030
author: Richard S. Ellis
author: Aaron D. Wyner
published in: The Annals of Probability
publication date: 1989-01-01T00:00:00Z
review text: The authors prove a uniform large deviation property for the empirical process of some Markov chains taking values in a Polish space. The proof is based on results for the empirical measure of the Markov chain derived by the first author [ibid. 16, No.4, 1496-1508 (1988; Zbl 0661.60043)].
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 4122957
zbMATH Keywords: uniform large deviation property
zbMATH Keywords: empirical process
zbMATH Keywords: empirical measure
reviewed by: B. L. S. Prakasa Rao
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176991261
OpenAlex ID: W1994206638
DOI: 10.1214/AOP/1176991261
description: scientific article; zbMATH DE number 4122957