We obtain lower bounds for large deviations of vector-valued functionals of a Markov chain with general state space. The bounds are expressed in terms of the convergence parameter of certain kernels. An application to empirical measures of Markov chains is given.
Publié le : 1988-07-14
Classification:
Large deviations,
Markov chains,
irreducible kernels,
convergence parameter,
convex analysis,
60F10,
60J05,
60B12
@article{1176991670,
author = {de Acosta, A.},
title = {Large Deviations for Vector-Valued Functionals of a Markov Chain: Lower Bounds},
journal = {Ann. Probab.},
volume = {16},
number = {4},
year = {1988},
pages = { 925-960},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991670}
}
de Acosta, A. Large Deviations for Vector-Valued Functionals of a Markov Chain: Lower Bounds. Ann. Probab., Tome 16 (1988) no. 4, pp. 925-960. http://gdmltest.u-ga.fr/item/1176991670/