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January 1997 Moderate deviations for empirical measures of Markov chains: lower bounds
A. de Acosta
Ann. Probab. 25(1): 259-284 (January 1997). DOI: 10.1214/aop/1024404288

Abstract

We obtain lower bounds for moderate deviations of empirical measures of a Markov chain with general state space under the assumption of ergodicity of degree 2. We derive an explicit expression for the rate function.

Citation

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A. de Acosta. "Moderate deviations for empirical measures of Markov chains: lower bounds." Ann. Probab. 25 (1) 259 - 284, January 1997. https://doi.org/10.1214/aop/1024404288

Information

Published: January 1997
First available in Project Euclid: 18 June 2002

zbMATH: 0877.60019
MathSciNet: MR1428509
Digital Object Identifier: 10.1214/aop/1024404288

Subjects:
Primary: 60F10

Keywords: ergodicity of degree 2 , Markov chains , Moderate deviations

Rights: Copyright © 1997 Institute of Mathematical Statistics

Vol.25 • No. 1 • January 1997
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