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

Yijun Hu

Stochastic Processes and their Applications, 1995, vol. 56, issue 2, 351-355

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.

Keywords: 60F10 Large deviations Empirical measures Stationary sequence Relative entropy; [tau]-topology (search for similar items in EconPapers)
Date: 1995
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