Uniform large deviation property of the empirical process of a Markov chain (Q1826198)
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English | Uniform large deviation property of the empirical process of a Markov chain |
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Uniform large deviation property of the empirical process of a Markov chain (English)
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1989
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The authors prove a uniform large deviation property for the empirical process of some Markov chains taking values in a Polish space. The proof is based on results for the empirical measure of the Markov chain derived by the first author [ibid. 16, No.4, 1496-1508 (1988; Zbl 0661.60043)].
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uniform large deviation property
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empirical process
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empirical measure
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