Self-normalized large deviations for Markov chains
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.
scientific article; zbMATH DE number 1695089