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A note on the relationship between the rate functions for stationary dependent random sequences in [tau]-topology and the relative entropy

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  • Hu, Yijun

Abstract

In this note, we give an estimate for the difference between the rate function for empirical measures of a stationary-dependent random sequence in [tau]-topology and the relative entropy.

Suggested Citation

  • Hu, Yijun, 1995. "A note on the relationship between the rate functions for stationary dependent random sequences in [tau]-topology and the relative entropy," Stochastic Processes and their Applications, Elsevier, vol. 56(2), pages 351-355, April.
    • Handle: RePEc:eee:spapps:v:56:y:1995:i:2:p:351-355
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    References listed on IDEAS

    as
    1. Bolthausen, Erwin, 1987. "Markov process large deviations in [tau]-topology," Stochastic Processes and their Applications, Elsevier, vol. 25, pages 95-108.
    2. Bryc, Wlodzimierz, 1992. "On large deviations for uniformly strong mixing sequences," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 191-202, June.
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