Moderate deviations for empirical measures for nonhomogeneous Markov chains
Probability
2020-10-16 v1 Statistics Theory
Statistics Theory
Abstract
We prove that moderate deviations for empirical measures for countable nonhomogeneous Markov chains hold under the assumption of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chains in Ces\`aro sense.
Cite
@article{arxiv.2010.07501,
title = {Moderate deviations for empirical measures for nonhomogeneous Markov chains},
author = {Mingzhou Xu and Kun Cheng},
journal= {arXiv preprint arXiv:2010.07501},
year = {2020}
}
Comments
8 pages