On risk rates and large deviations in finite Markov chain experiments

MaRDI QIDQ1376536zbMATH OpenFDO

Authors P. Scheffel, Heinrich von Weizsäcker

Publication date 27 January 1998

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

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)

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Cited in

(4)

• 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
• An elementary derivation of the large deviation rate function for finite state Markov chains

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