Moderate Deviations for Empirical Measures of Markov Chains: Upper Bounds

A. de Acosta and Xia Chen

Journal of Theoretical Probability, 1998, vol. 11, issue 4, 1075-1110

Abstract: Abstract We obtain upper bounds for moderate deviations of empirical measures of Markov chains with general state space in the τ-topology under the minimal assumption of geometric ergodicity. The regeneration-split chain method and a result on projective systems are employed in the proof.

Keywords: Empirical measures; Markov chains; geometric ergodicity; moderate deviations; regeneration-split chain method; projective system (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1022673000778

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