Open Access
July, 1988 Large Deviations for Vector-Valued Functionals of a Markov Chain: Lower Bounds
A. de Acosta
Ann. Probab. 16(3): 925-960 (July, 1988). DOI: 10.1214/aop/1176991670

Abstract

We obtain lower bounds for large deviations of vector-valued functionals of a Markov chain with general state space. The bounds are expressed in terms of the convergence parameter of certain kernels. An application to empirical measures of Markov chains is given.

Citation

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A. de Acosta. "Large Deviations for Vector-Valued Functionals of a Markov Chain: Lower Bounds." Ann. Probab. 16 (3) 925 - 960, July, 1988. https://doi.org/10.1214/aop/1176991670

Information

Published: July, 1988
First available in Project Euclid: 19 April 2007

zbMATH: 0657.60037
MathSciNet: MR942748
Digital Object Identifier: 10.1214/aop/1176991670

Subjects:
Primary: 60F10
Secondary: 60B12 , 60J05

Keywords: convergence parameter , convex analysis , irreducible kernels , large deviations , Markov chains

Rights: Copyright © 1988 Institute of Mathematical Statistics

Vol.16 • No. 3 • July, 1988
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