I-projection and conditional limit theorems for discrete parameter Markov processes

DOI10.1214/AOP/1176989265zbMATH Open0781.60024OpenAlexW2090504326MaRDI QIDQ686760FDOQ686760

Authors: Carolyn Schroeder 

Publication date: 11 October 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989265

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zbMATH Keywords

large deviationsMarkov processasymptotic behaviourasymptotic quasi- Markov propertySanov property

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Large deviations (60F10) Measures of information, entropy (94A17) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05)

Cited In (4)

• Refinements of the Gibbs conditioning principle
• Sanov property, generalized I-projection and a conditional limit theorem
• On some inequalities for the optional projection and the predictable projection of a discrete parameter process
• Maximum entropy principles for disordered spins

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