Moderate deviations for empirical measures of Markov chains: Lower bounds

DOI10.1214/AOP/1024404288MaRDI QIDQ1356342zbMATH OpenOpenAlexFDO

Authors 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

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

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Cites work

• scientific article; zbMATH DE number 3648775 (Why is no real title available?)
• scientific article; zbMATH DE number 3858118 (Why is no real title available?)
• General Irreducible Markov Chains and Non-Negative Operators
• Large deviation lower bounds for additive functionals of Markov processes
• Moderate deviations of dependent random variables related to CLT
• Occupation measures for Markov chains
• What the Fixed Points Say About a Z /p MANIFOLD

Cited in

(19)

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

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