Self-normalized large deviations for Markov chains.

Faure, Mathieu

Electronic Journal of Probability [electronic only] (2002)

  • Volume: 7, page Paper No. 23, 31 p., electronic only-Paper No. 23, 31 p., electronic only
  • ISSN: 1083-589X

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Faure, Mathieu. "Self-normalized large deviations for Markov chains.." Electronic Journal of Probability [electronic only] 7 (2002): Paper No. 23, 31 p., electronic only-Paper No. 23, 31 p., electronic only. <http://eudml.org/doc/122453>.

@article{Faure2002,
author = {Faure, Mathieu},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {large deviations; Markov chains; partial large deviation principles; self-normalization},
language = {eng},
pages = {Paper No. 23, 31 p., electronic only-Paper No. 23, 31 p., electronic only},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Self-normalized large deviations for Markov chains.},
url = {http://eudml.org/doc/122453},
volume = {7},
year = {2002},
}

TY - JOUR
AU - Faure, Mathieu
TI - Self-normalized large deviations for Markov chains.
JO - Electronic Journal of Probability [electronic only]
PY - 2002
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 7
SP - Paper No. 23, 31 p., electronic only
EP - Paper No. 23, 31 p., electronic only
LA - eng
KW - large deviations; Markov chains; partial large deviation principles; self-normalization
UR - http://eudml.org/doc/122453
ER -

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