On risk rates and large deviations in finite Markov chain experiments

zbMATH Open0891.60033MaRDI QIDQ1376536FDOQ1376536

Authors: P. Scheffel, Heinrich von Weizsäcker 

Publication date: 27 January 1998

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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zbMATH Keywords

entropyMarkov chainlarge deviationsBayes risklarge deviation theoryempirical pair measure

Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Theory of statistical experiments (62B15)

Cited In (4)

• An elementary derivation of the large deviation rate function for finite state Markov chains
• Large deviations, hypotheses testing, and source coding for finite Markov chains
• The distribution of extrema for risk processes on the finite Markov chain
• An asymptotic formula for the Bayes risk in discriminating between two Markov chains

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