Self-normalized large deviations for Markov chains
type: Item
instance of: scholarly article
zbMATH Open document ID: 1004.60022
DOI: 10.1016/S0764-4442(01)01953-X
author: Mathieu Faure
publication date: 2002-08-01T00:00:00Z
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 1695089
zbMATH Keywords: large deviations principle
zbMATH Keywords: Markov chain
MaRDI profile type: Publication
full work available at URL: s0764-4442(01)01953-x
OpenAlex ID: W1981085646
title: Self-normalized large deviations for Markov chains
published in: Comptes Rendus de l'Académie des Sciences. Série I. Mathématique
review text: Following Dembo-Shao's results in the area of i.i.d. self-normalized large deviations principle, the author is interested in sums of Banach valued functions of a Markov chain. The novelty here is the technique based on a domination hypothesis and used for a full large deviations principle.
reviewed by: George Stoica
description: scientific article; zbMATH DE number 1695089