A class of strong deviation theorems for the sequence of real valued random variables with respect to continuous-state non-homogeneous Markov chains
type: Item
instance of: scholarly article
title: A class of strong deviation theorems for the sequence of real valued random variables with respect to continuous-state non-homogeneous Markov chains
DOI: 10.1080/03610926.2020.1734838
author: Mengdi Zhao
author: Zhiyan Shi
author: Bei Wang
author: Weiguo Yang
publication date: 2022-05-25T00:00:00Z
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7532209
zbMATH Keywords: sequence of real valued random variables
zbMATH Keywords: log-likelihood ratio
zbMATH Keywords: strong deviation theorem
zbMATH Keywords: continuous-state non-homogeneous Markov chains
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2020.1734838
OpenAlex ID: W3009672457
cites work: Q5545069
cites work: The Strong Law of Large Numbers and the Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree
cites work: Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables
cites work: A strong limit theorem expressed by inequalities for the sequences of absolutely continuous random variables
cites work: The Markov approximation of the sequences of \(N\)-valued random variables and a class of small deviation theorems.
cites work: A Note on some Ergodic Theorems of A. Paz
cites work: A class of small deviation theorems for functionals of random fields on a homogeneous tree
cites work: A class of small deviation theorem for the sequences of countable state random variables with respect to homogeneous Markov chains
cites work: The strong law of large numbers for moving average of continuous state nonhomogeneous Markov chains
cites work: A Class of Strong Deviation Theorems for the Random Fields Associated with Nonhomogeneous Markov Chains Indexed by a Bethe Tree
cites work: Q3306670
published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 7532209