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
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
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