Moderate deviations for Markov chains with atom
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- Guillin, Arnaud, 2001. "Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging," Stochastic Processes and their Applications, Elsevier, vol. 92(2), pages 287-313, April.
- Nummelin, Esa & Tuominen, Pekka, 1982. "Geometric ergodicity of Harris recurrent Marcov chains with applications to renewal theory," Stochastic Processes and their Applications, Elsevier, vol. 12(2), pages 187-202, March.
- Tsai, Tsung-Hsi, 2000. "Empirical law of the iterated logarithm for Markov chains with a countable state space," Stochastic Processes and their Applications, Elsevier, vol. 89(2), pages 175-191, October.
- Levental, Shlomo, 1990. "Uniform CLT for Markov chains with a countable state space," Stochastic Processes and their Applications, Elsevier, vol. 34(2), pages 245-253, April.
- Chen, Xia, 1997. "Moderate deviations for m-dependent random variables with Banach space values," Statistics & Probability Letters, Elsevier, vol. 35(2), pages 123-134, September.
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Cited by:
- Eva Löcherbach & Dasha Loukianova, 2012. "Deviation Inequalities for Centered Additive Functionals of Recurrent Harris Processes Having General State Space," Journal of Theoretical Probability, Springer, vol. 25(1), pages 231-261, March.
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Keywords
Moderate deviations Markov chains Regeneration chain method Functional empirical processes Countable state space;Statistics
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