Self-normalized large deviations for Markov chains
Faure, Mathieu
HAL, hal-00693700 / Harvested from HAL
Text on HAL
We prove a self-normalized large deviation principle for sums of Banach space valued functions of a Markov chain. Self-normalization applies to situations for which a domination hypothesis would be necessary in order to obtain a full large deviation principle. We follow the lead of Dembo and Shoo [2] who state partial large deviations Principles for independent and identically distributed random sequences. (C) 2001 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.
Publié le : 2001-07-05
Classification:  [MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph] 
@article{hal-00693700,
     author = {Faure, Mathieu},
     title = {Self-normalized large deviations for Markov chains},
     journal = {HAL},
     volume = {2001},
     number = {0},
     year = {2001},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/hal-00693700}
}

Faure, Mathieu. Self-normalized large deviations for Markov chains. HAL, Tome 2001 (2001) no. 0, . http://gdmltest.u-ga.fr/item/hal-00693700/