Large deviations for random dynamical systems and applications to hidden Markov models (Q617911): Difference between revisions
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Revision as of 22:34, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for random dynamical systems and applications to hidden Markov models |
scientific article |
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Large deviations for random dynamical systems and applications to hidden Markov models (English)
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14 January 2011
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The main object of this paper is to investigate the large deviation principle (LDP) of the occupation measures of not necessarily irreducible random dynamical systems driven by Markov processes. As a further application, the authors establish the LDP for extended hidden Markov models and obtain large deviation estimations for the log-likelihood process and maximum likelihood estimator of hidden Markov models.
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large deviation
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random dynamical systems
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hidden Markov models
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maximum likelihood estimator
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