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

DOI10.3969/J.ISSN.1008-5513.2020.03.002zbMATH Open1474.60088MaRDI QIDQ4986089FDOQ4986089

Authors: Mengdi Zhao, Bei Wang, Weiguo Yang 

Publication date: 26 April 2021

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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)

Cited In (3)

• A class of strong deviation theorems for continuous random variables sequence
• A class of strong deviation theorems for functionals of countable nonhomogeneous Markov chains
• A class of small deviation theorem for the sequences of countable state random variables with respect to homogeneous Markov chains

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