UNIFORM LARGE DEVIATION PROPERTY OF THE EMPIRICAL PROCESS OF A MARKOV-CHAIN

Authors

RS Ellis, University of Massachusetts - AmherstFollow
AD WYNER

Publication Date

1989

Journal or Book Title

ANNALS OF PROBABILITY

Abstract

This note proves a uniform large deviation property for the empirical process of certain Markov chains that take values in a Polish space. The proof is based on recent results for the empirical measure.

Comments

The published version is located at http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aop/1176991261

Pages

1147-1151

Volume

17

Issue

3

Recommended Citation

Ellis, RS and WYNER, AD, "UNIFORM LARGE DEVIATION PROPERTY OF THE EMPIRICAL PROCESS OF A MARKOV-CHAIN" (1989). ANNALS OF PROBABILITY. 350.
Retrieved from https://scholarworks.umass.edu/math_faculty_pubs/350