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.
Publié le : 1997-01-14
Classification:
Moderate deviations,
Markov chains,
ergodicity of degree 2,
60F10
@article{1024404288,
author = {de Acosta, A.},
title = {Moderate deviations for empirical measures of Markov chains: lower
bounds},
journal = {Ann. Probab.},
volume = {25},
number = {4},
year = {1997},
pages = { 259-284},
language = {en},
url = {http://dml.mathdoc.fr/item/1024404288}
}
de Acosta, A. Moderate deviations for empirical measures of Markov chains: lower
bounds. Ann. Probab., Tome 25 (1997) no. 4, pp. 259-284. http://gdmltest.u-ga.fr/item/1024404288/