Limit theorems and testing hypotheses on Markov chains

DOI10.1515/156939203322733282zbMath1052.62083OpenAlexW1974510903MaRDI QIDQ4809641

Alexander V. Nagaev

Publication date: 30 August 2004

Published in: Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939203322733282

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27) Markov processes: hypothesis testing (62M02)

Related Items (2)

Large deviations in operator form ⋮ A. de Moivre theorem revisited

Cites Work

• A Remark on a Large Deviation Theorem for Markov Chain with a Finite Number of States
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