Occupation measures for chains of infinite order

I. H. Dinwoodie

Stochastic Processes and their Applications, 1994, vol. 50, issue 1, 73-82

Abstract: The form of the large deviation rate function for the occupation measure Ln from a chain of infinite order is given as well as conditions under which the large deviation principle holds.

Keywords: occupation; measures; large; deviations; chains; of; infinite; order (search for similar items in EconPapers)
Date: 1994
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