A class of strong deviation theorems for the sequence of continuous random variables with continuous state nonhomogeneous Markov chains

DOI10.3969/J.ISSN.1008-5513.2020.03.002MaRDI QIDQ4986089zbMATH OpenFDO

Authors Mengdi Zhao, Bei Wang, Weiguo Yang

Publication date 26 April 2021

zbMATH Keywords

log-likelihood ratiostrong deviation theoremsequence of continuous random variables

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Strong limit theorems (60F15)

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(6)

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• A class of strong deviation theorems for functionals of countable nonhomogeneous Markov chains
• A class of strong deviation theorems for multivariate function sequences of \(m\)th-order countable nonhomogeneous Markov chains
• A class of strong deviation theorems of harmonic mean of the stochastic transition probability for arbitrary sequences of random variables associated with nonhomogeneous Markov chains
• A class of small deviation theorem for the sequences of countable state random variables with respect to homogeneous Markov chains
• The strong deviation theorem for discrete-time and continuous-state nonhomogeneous Markov chains

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