Limit theorems and testing hypotheses on Markov chains

DOI10.1515/156939203322733282zbMath1052.62083MaRDI 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

60F05: Central limit and other weak theorems

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60F10: Large deviations

60J27: Continuous-time Markov processes on discrete state spaces

62M02: Markov processes: hypothesis testing

Related Items

Large deviations in operator form

Cites Work

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