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.
Publié le : 1989-07-14
Classification:
Markov chain,
empirical measure,
empirical process,
uniform large deviation property,
rate function,
60F10
@article{1176991261,
author = {Ellis, Richard S. and Wyner, Aaron D.},
title = {Uniform Large Deviation Property of the Empirical Process of a Markov Chain},
journal = {Ann. Probab.},
volume = {17},
number = {4},
year = {1989},
pages = { 1147-1151},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991261}
}
Ellis, Richard S.; Wyner, Aaron D. Uniform Large Deviation Property of the Empirical Process of a Markov Chain. Ann. Probab., Tome 17 (1989) no. 4, pp. 1147-1151. http://gdmltest.u-ga.fr/item/1176991261/