A class of strong deviation theorems for the sequence of real valued random variables with respect to continuous-state non-homogeneous Markov chains

DOI10.1080/03610926.2020.1734838MaRDI QIDQ5079146zbMATH OpenOpenAlexFDO

Authors Mengdi Zhao, Zhiyan Shi, Bei Wang, Weiguo Yang

Publication date 25 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2020.1734838

zbMATH Keywords

continuous-state non-homogeneous Markov chainslog-likelihood ratiosequence of real valued random variablesstrong deviation theorem

Mathematics Subject Classification ID

Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Statistics (62-XX)

Cites work

• A class of small deviation theorem for the sequences of countable state random variables with respect to homogeneous Markov chains
• A class of small deviation theorems for functionals of random fields on a homogeneous tree
• A class of strong deviation theorems for the random fields associated with bifurcating Markov chains indexed by a binary tree
• A class of strong deviation theorems for the random fields associated with nonhomogeneous Markov chains indexed by a Bethe tree
• A Note on some Ergodic Theorems of A. Paz
• A strong limit theorem expressed by inequalities for the sequences of absolutely continuous random variables
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables
• The Markov approximation of the sequences of \(N\)-valued random variables and a class of small deviation theorems.
• The Strong Law of Large Numbers and the Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree
• The strong law of large numbers for moving average of continuous state nonhomogeneous Markov chains

Cited in

(3)

• The Markov approximation of the sequences of \(N\)-valued random variables and a class of small deviation theorems.
• A class of small deviation theorems for functionals of random fields on a tree with uniformly bounded degree in random environment
• A class of small deviation theorem for the sequences of countable state random variables with respect to homogeneous Markov chains

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