Moderate deviations for empirical measures of Markov chains: Lower bounds

DOI10.1214/AOP/1024404288zbMath0877.60019OpenAlexW3171027083MaRDI QIDQ1356342

Alejandro D. de Acosta

Publication date: 7 December 1997

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1024404288

zbMATH Keywords

Markov chainmoderate deviationsrandom measureergodic of degree two

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10)

Related Items (17)

Spectral theory and limit theorems for geometrically ergodic Markov processes ⋮ Some dichotomy results for functionals of Harris recurrent Markov chains ⋮ Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging. ⋮ Moderate deviation principles for trajectories of sums of independent Banach space valued random variables ⋮ Moderate deviations for lattice gases with mixing conditions ⋮ A Bernstein type inequality and moderate deviations for weakly dependent sequences ⋮ Chung's law for additive functionals of positive recurrent Markov chains ⋮ Self-normalized Cramér-type moderate deviations for functionals of Markov chain ⋮ A regularity condition and a limit theorem for Harris ergodic Markov chains ⋮ Moderate deviations for Markov chains with atom. ⋮ Moderate deviations for recursive stochastic algorithms ⋮ Moderate deviation principles for importance sampling estimators of risk measures ⋮ Moderate deviation principles for stochastic differential equations with jumps ⋮ Bounds on regeneration times and limit theorems for subgeometric Markov chains ⋮ Moderate deviations for nonhomogeneous Markov chains ⋮ Unnamed Item ⋮ Moderate deviations for martingale differences and applications to φ -mixing sequences

Cites Work

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• Large deviation lower bounds for additive functionals of Markov processes
• Moderate deviations of dependent random variables related to CLT
• Occupation measures for Markov chains
• General Irreducible Markov Chains and Non-Negative Operators
• What the Fixed Points Say About a Z /p MANIFOLD

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