Large deviations and the Bayesian estimation of higher-order Markov transition functions

DOI10.2307/3215260zbMath0845.60025OpenAlexW4249992410MaRDI QIDQ4877400

F. Papangelou

Publication date: 16 September 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215260

zbMATH Keywords

Markov chainsrelative entropylarge deviationsposterior distributionsexponential decayhigher-order transition functions

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

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