A universal large deviation lower bound is proved for sums of Banach
space valued functions of an irreducible, general state space Markov chain.
There are no restrictions on the functions (other than measurability).
Publié le : 1998-10-14
Classification:
Large deviations,
Markov chains,
convergence parameter,
Banach space,
60F10,
60J55
@article{1022855877,
author = {de Acosta, A. and Ney, Peter},
title = {Large deviation lower bounds for arbitrary additive functionals of
a Markov chain},
journal = {Ann. Probab.},
volume = {26},
number = {1},
year = {1998},
pages = { 1660-1682},
language = {en},
url = {http://dml.mathdoc.fr/item/1022855877}
}
de Acosta, A.; Ney, Peter. Large deviation lower bounds for arbitrary additive functionals of
a Markov chain. Ann. Probab., Tome 26 (1998) no. 1, pp. 1660-1682. http://gdmltest.u-ga.fr/item/1022855877/