The strong deviation theorem for discrete-time and continuous-state nonhomogeneous Markov chains
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Publication:2250417
DOI10.1186/1029-242X-2013-462zbMath1294.60097WikidataQ59302074 ScholiaQ59302074MaRDI QIDQ2250417
Publication date: 7 July 2014
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1029-242x-2013-462
strong deviation theorem; transition probability density; asymptotic average log-likelihood ratio; discrete-time and continuous-state nonhomogeneous Markov chain
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Cites Work
- Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables
- A strong limit theorem expressed by inequalities for the sequences of absolutely continuous random variables
- The Markov approximation of the sequences of \(N\)-valued random variables and a class of small deviation theorems.
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