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July, 1989 Uniform Large Deviation Property of the Empirical Process of a Markov Chain
Richard S. Ellis, Aaron D. Wyner
Ann. Probab. 17(3): 1147-1151 (July, 1989). DOI: 10.1214/aop/1176991261

Abstract

This note proves a uniform large deviation property for the empirical process of certain Markov chains that take values in a Polish space. The proof is based on recent results for the empirical measure.

Citation

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Richard S. Ellis. Aaron D. Wyner. "Uniform Large Deviation Property of the Empirical Process of a Markov Chain." Ann. Probab. 17 (3) 1147 - 1151, July, 1989. https://doi.org/10.1214/aop/1176991261

Information

Published: July, 1989
First available in Project Euclid: 19 April 2007

zbMATH: 0685.60030
MathSciNet: MR1009449
Digital Object Identifier: 10.1214/aop/1176991261

Subjects:
Primary: 60F10

Keywords: empirical measure , empirical process , Markov chain , Rate function , uniform large deviation property

Rights: Copyright © 1989 Institute of Mathematical Statistics

Vol.17 • No. 3 • July, 1989
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