Moderate deviations for nonhomogeneous Markov chains

DOI10.1016/J.SPL.2019.108632MaRDI QIDQ2288787zbMATH OpenOpenAlexFDO

Authors Ming Zhou Xu, Kun Cheng, Yunzheng Ding

Publication date 20 January 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2019.108632

zbMATH Keywords

empirical measuresmartingalemoderate deviationsnonhomogeneous Markov chains

Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• A central limit theorem for nonhomogeneous Markov chains
• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotic evaluation of certain markov process expectations for large time, II
• Asymptotic evaluation of certain markov process expectations for large time. IV
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Central limit theorem and moderate deviation for nonhomogenenous Markov chains
• Compactness and sequential compactness in spaces of measures
• Convergence in the Cesàro sense and strong law of large numbers for nonhomogeneous Markov chains
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Large deviations for a class of nonhomogeneous Markov chains
• Long time asymptotics of unbounded additive functionals of Markov processes
• Martingale Central Limit Theorems
• Moderate deviations for empirical measures of Markov chains: Lower bounds
• Moderate deviations for empirical measures of Markov chains: Upper bounds
• Moderate deviations for martingales and mixing random processes
• Moderate deviations of dependent random variables related to CLT
• Relative entropy and large deviations under sublinear expectations
• Some strong limit properties for countable nonhomogeneous Markov chains
• Strong law of large numbers for countable nonhomogeneous Markov chains
• Uniformly integrable operators and large deviations for Markov processes

Cited in

(13)

• Moderate deviations for stable Markov chains and regression models
• The functional moderate deviations for Harris recurrent Markov chains and applications.
• Moderate deviations for Markov chains with atom.
• Large deviations for a class of nonhomogeneous Markov chains
• Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging.
• Moderate deviations for Markovian occupation times.
• Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with two-time scales
• scientific article; zbMATH DE number 5847069 (Why is no real title available?)
• Large and moderate deviations for bounded functions of slowly mixing Markov chains
• scientific article; zbMATH DE number 817498 (Why is no real title available?)
• Principe de déviations modérées pour le processus empirique fonctionnel d'une chaı̂ne de Markov
• Central limit theorem and moderate deviation for nonhomogenenous Markov chains
• Moderate deviations of hitting times of a family of density-dependent Markov chains

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